+336.1%
SPGI vs SW
+185.4%
+150.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +2.6% | +4.7% | -2.1% | +2.1% |
| 30D | +19.3% | +5.0% | +14.3% | +18.6% |
| 3M | +15.5% | -7.3% | +22.8% | +16.3% |
| 6M | +18.3% | +15.0% | +3.4% | +16.3% |
| YTD | -3.8% | +18.5% | -22.3% | -6.1% |
| 1Y | +1.3% | +27.1% | -25.8% | -1.9% |
| 3Y | +33.6% | +49.3% | -15.7% | +26.3% |
| 5Y | +13.2% | -1.6% | +14.8% | +8.3% |
| All | +336.1% | +185.4% | +150.7% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling