SMA TKOF IN MARGINAL VFR CONDITIONS ONLY TO ENCOUNTER FULL IMC. ACFT RETURNS TO LAND AT DEP STATION IN VMC.

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I WAS FLYING AT CRUISE; 3500 FT FROM SWF TO DKK. I HAD FILED A VFR FLT PLAN AND ACTIVATED IT IN THE AIR. WX AT SWF WAS VFR BUT MARGINAL. WX TO THE W WAS RPTED MUCH BETTER AND IMPROVING ALONG THE RTE. I STARTED TO LOSE VISUAL CONTACT WITH THE GND. I MADE A 180 DEG TURN HOPING TO RETURN TO VFR CONDITIONS. 1/2 WAY THROUGH THE TURN I WAS IN THE CLOUDS. I COULDN'T SEE ANYTHING EXCEPT WHITE. I HAD SOME INST TRAINING AND CONCENTRATED ON HOLDING THE AIRPLANE LEVEL AND STARTED TO SCAN THE INSTS. I TOLD MY PAX; ALSO A VFR PVT PLT; TO CALL ATC; WHO WE HAD BEEN IN CONTACT WITH; FOR FLT FOLLOWING. HE VECTORED US BACK TO SWF. ABOUT 5.5 MI FROM SWF WE SAW THE ARPT AND CONTINUED VISUAL TO LAND UNEVENTFULLY. I SHOULD HAVE NEVER TAKEN OFF IN MARGINAL CONDITIONS. I ALSO SHOULD HAVE MADE A BETTER DECISION ON THE DIRECTION I MADE MY 180 DEG TURN PERHAPS TO THE R OR AT A LOWER ALT WOULD HAVE KEPT ME OUT OF THE CLOUDS. I THINK PVT PLTS SHOULD HAVE A LITTLE MORE HOOD TRAINING. IF I HADN'T WORKED ON MY INST RATING I WOULD HAVE BEEN IN A WORSE MESS.