+1,122.5%
SWKS vs SGI
+2,032.3%
-909.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.5% | +2.1% |
| 7D | +6.8% | +0.6% | +6.2% | +6.6% |
| 30D | +11.3% | +5.5% | +5.7% | +9.6% |
| 3M | +4.1% | -3.6% | +7.7% | +4.8% |
| 6M | +39.7% | -15.0% | +54.7% | +44.0% |
| YTD | +23.2% | -23.0% | +46.2% | +30.2% |
| 1Y | +5.3% | -18.4% | +23.7% | +9.0% |
| 3Y | -15.1% | +57.8% | -72.9% | -26.7% |
| 5Y | -50.3% | +51.5% | -101.8% | -57.6% |
| 10Y | +42.3% | +275.2% | -232.8% | -13.3% |
| All | +1,122.5% | +2,032.3% | -909.8% | +326.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling