+331.8%
SPGI vs SWK
+29.6%
+302.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | +11.0% | -10.8% | -3.4% |
| 30D | +18.4% | +30.1% | -11.7% | +8.1% |
| 3M | +15.7% | +14.7% | +1.0% | +10.0% |
| 6M | +17.3% | +44.5% | -27.2% | +2.2% |
| YTD | -4.7% | +59.4% | -64.1% | -20.9% |
| 1Y | +1.8% | +77.5% | -75.7% | -19.0% |
| 3Y | +31.7% | +49.5% | -17.8% | +5.6% |
| 5Y | +12.1% | -24.9% | +37.0% | +15.1% |
| All | +331.8% | +29.6% | +302.3% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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