+308.3%
SPGI vs SWKS
+23.7%
+284.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.5% |
| 7D | +0.1% | +12.5% | -12.4% | -3.1% |
| 30D | +8.4% | +10.5% | -2.1% | +5.3% |
| 3M | +11.8% | -7.4% | +19.2% | +12.8% |
| 6M | +5.7% | +32.7% | -27.0% | -5.6% |
| YTD | -9.7% | +19.2% | -28.8% | -17.2% |
| 1Y | -12.5% | +2.4% | -14.8% | -16.6% |
| 3Y | +21.8% | -25.6% | +47.4% | +21.6% |
| 5Y | +8.2% | -53.4% | +61.6% | +23.6% |
| All | +308.3% | +23.7% | +284.6% | +204.7% |
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