+343.3%
SPGI vs SWKS
+49.3%
+294.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | +9.4% | -8.2% | -1.1% |
| 30D | +15.9% | +17.0% | -1.1% | +11.2% |
| 3M | +12.3% | +28.9% | -16.6% | +3.5% |
| 6M | +23.7% | +33.1% | -9.4% | +10.8% |
| YTD | -3.5% | +44.8% | -48.3% | -17.0% |
| 1Y | +0.4% | +36.2% | -35.8% | -12.1% |
| 3Y | +29.9% | +11.5% | +18.4% | +12.7% |
| 5Y | +15.2% | -37.1% | +52.3% | +19.0% |
| All | +343.3% | +49.3% | +294.0% | +222.6% |
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