+334.3%
SPGI vs SWKS
+37.5%
+296.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.9% | -2.7% | +1.9% | -0.2% |
| 30D | +15.5% | +8.5% | +7.0% | +13.0% |
| 3M | +15.7% | +17.3% | -1.6% | +9.3% |
| 6M | +19.1% | +25.1% | -6.0% | +8.2% |
| YTD | -4.1% | +33.3% | -37.4% | -15.7% |
| 1Y | +1.2% | +22.9% | -21.7% | -8.9% |
| 3Y | +31.6% | +5.5% | +26.0% | +15.5% |
| 5Y | +12.4% | -41.9% | +54.3% | +18.6% |
| 10Y | +334.3% | +32.4% | +301.9% | +224.3% |
| All | +334.3% | +37.5% | +296.8% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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