-25.2%
SWKS vs SGI
+54.7%
-79.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +12.5% | +8.5% | +4.0% | +9.0% |
| 30D | +10.5% | +0.7% | +9.8% | +10.0% |
| 3M | -7.4% | +0.6% | -8.0% | -8.2% |
| 6M | +32.7% | -17.9% | +50.6% | +41.2% |
| YTD | +19.2% | -21.2% | +40.3% | +28.5% |
| 1Y | +2.4% | -18.9% | +21.2% | +8.1% |
| All | -25.2% | +54.7% | -79.9% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling