+13,845.6%
SPGI vs SWK
+1,275.2%
+12,570.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.6% |
| 3M | +11.8% | +24.1% | -12.2% | +2.5% |
| 6M | +5.7% | +24.7% | -19.0% | -4.2% |
| YTD | -9.7% | +33.9% | -43.6% | -20.7% |
| 1Y | -12.5% | +34.7% | -47.1% | -24.0% |
| 3Y | +21.8% | +15.3% | +6.5% | +6.7% |
| 5Y | +8.2% | -39.3% | +47.5% | +16.3% |
| 10Y | +309.5% | +2.5% | +307.0% | +238.0% |
| All | +13,845.6% | +1,275.2% | +12,570.5% | +4,828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling