+1.3%
SPGI vs SWK
+82.9%
-81.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.6% |
| 7D | +2.6% | +11.3% | -8.7% | +1.4% |
| 30D | +19.3% | +28.1% | -8.8% | +16.6% |
| 3M | +15.5% | +12.6% | +2.9% | +13.7% |
| 6M | +18.3% | +51.7% | -33.4% | +14.7% |
| YTD | -3.8% | +60.0% | -63.8% | -7.7% |
| 1Y | +1.3% | +72.7% | -71.3% | -4.4% |
| All | +1.3% | +82.9% | -81.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling