+1,197.1%
SWKS vs SGI
+2,021.1%
-823.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.3% |
| 7D | -9.2% | +5.3% | -14.5% | -10.6% |
| 30D | -1.9% | +8.2% | -10.1% | -4.2% |
| 3M | +21.2% | -2.2% | +23.4% | +21.0% |
| 6M | +12.9% | -8.4% | +21.3% | +13.8% |
| YTD | +30.7% | -23.4% | +54.2% | +37.5% |
| 1Y | +14.1% | -14.0% | +28.1% | +15.8% |
| 3Y | -1.7% | +78.8% | -80.5% | -18.1% |
| 5Y | -43.0% | +58.6% | -101.6% | -52.2% |
| 10Y | +34.3% | +427.8% | -393.5% | -24.1% |
| All | +1,197.1% | +2,021.1% | -823.9% | +350.4% |
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