Yeah they keep the air from "leaking" off the wing tips in the direction of the wing length. So the wing tips don't stall as easy. More lift.
ORIGINAL: Maudib
Believe it or not, SFG's don't just act on behalf of KE... It also does a grat deal to cut turbulence from the wingtip and can improve other areas of flight like high alpha. We will see some more designs soon that feature these as optional attachments...