+33.0%
SPGI vs SWK
+46.5%
-13.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.5% |
| 7D | +2.6% | +11.3% | -8.7% | +0.5% |
| 30D | +19.3% | +28.1% | -8.8% | +14.1% |
| 3M | +15.5% | +12.6% | +2.9% | +12.8% |
| 6M | +18.3% | +51.7% | -33.4% | +9.5% |
| YTD | -3.8% | +60.0% | -63.8% | -12.6% |
| 1Y | +1.3% | +72.7% | -71.3% | -9.5% |
| All | +33.0% | +46.5% | -13.5% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling