-53.0%
SWKS vs SGI
+60.4%
-113.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | +12.5% | +8.5% | +4.0% | +8.6% |
| 30D | +10.5% | +0.7% | +9.8% | +9.9% |
| 3M | -7.4% | +0.6% | -8.0% | -8.3% |
| 6M | +32.7% | -17.9% | +50.6% | +41.6% |
| YTD | +19.2% | -21.2% | +40.3% | +28.9% |
| 1Y | +2.4% | -18.9% | +21.2% | +8.2% |
| 3Y | -25.6% | +52.6% | -78.3% | -43.3% |
| All | -53.0% | +60.4% | -113.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling