+12.9%
SWKS vs SGI
-7.7%
+20.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -2.0% |
| 7D | -9.2% | +5.3% | -14.5% | -9.3% |
| 30D | -1.9% | +8.2% | -10.1% | -2.3% |
| 3M | +21.2% | -2.2% | +23.4% | +20.8% |
| 6M | +12.9% | -8.4% | +21.3% | +11.9% |
| All | +12.9% | -7.7% | +20.6% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling