+9.5%
SPGI vs SW
-2.3%
+11.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.7% |
| 7D | +0.1% | -5.1% | +5.2% | +0.7% |
| 30D | +8.4% | -4.6% | +13.0% | +8.9% |
| 3M | +11.8% | +9.4% | +2.5% | +10.5% |
| 6M | +5.7% | +3.5% | +2.2% | +4.8% |
| YTD | -9.7% | +22.0% | -31.7% | -12.3% |
| 1Y | -12.5% | +2.2% | -14.7% | -13.4% |
| 3Y | +21.8% | +19.6% | +2.2% | +17.0% |
| All | +9.5% | -2.3% | +11.8% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling