+308.3%
SPGI vs SWK
+2.4%
+305.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | +8.4% | -5.7% | +14.1% | +10.5% |
| 3M | +11.8% | +24.1% | -12.2% | +3.0% |
| 6M | +5.7% | +24.7% | -19.0% | -3.6% |
| YTD | -9.7% | +33.9% | -43.6% | -20.3% |
| 1Y | -12.5% | +34.7% | -47.1% | -23.5% |
| 3Y | +21.8% | +15.3% | +6.5% | +7.3% |
| 5Y | +8.2% | -39.3% | +47.5% | +20.0% |
| All | +308.3% | +2.4% | +305.9% | +221.7% |
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