+331.8%
SPGI vs SWKS
+33.1%
+298.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +0.3% | -6.2% | +6.4% | +1.8% |
| 30D | +18.4% | -1.5% | +19.9% | +18.6% |
| 3M | +15.7% | +23.0% | -7.3% | +7.8% |
| 6M | +17.3% | +27.6% | -10.3% | +5.9% |
| YTD | -4.7% | +32.3% | -37.0% | -16.1% |
| 1Y | +1.8% | +20.1% | -18.3% | -7.8% |
| 3Y | +31.7% | +0.6% | +31.0% | +17.5% |
| 5Y | +12.1% | -42.3% | +54.4% | +18.4% |
| All | +331.8% | +33.1% | +298.7% | +222.9% |
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