-44.3%
SWKS vs SGI
+58.5%
-102.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.9% |
| 7D | -9.2% | +5.3% | -14.5% | -11.4% |
| 30D | -1.9% | +8.2% | -10.1% | -5.6% |
| 3M | +21.2% | -2.2% | +23.4% | +20.8% |
| 6M | +12.9% | -8.4% | +21.3% | +14.1% |
| YTD | +30.7% | -23.4% | +54.2% | +41.9% |
| 1Y | +14.1% | -14.0% | +28.1% | +15.9% |
| 3Y | -1.7% | +78.8% | -80.5% | -31.0% |
| All | -44.3% | +58.5% | -102.8% | -62.6% |
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