+14,754.4%
SPGI vs SWKS
+9,124.1%
+5,630.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.7% |
| 7D | +2.6% | -9.2% | +11.7% | +3.5% |
| 30D | +19.3% | -1.9% | +21.2% | +19.4% |
| 3M | +15.5% | +21.2% | -5.8% | +12.7% |
| 6M | +18.3% | +12.9% | +5.5% | +15.5% |
| YTD | -3.8% | +30.7% | -34.5% | -7.8% |
| 1Y | +1.3% | +14.1% | -12.8% | -1.6% |
| 3Y | +33.6% | -1.7% | +35.3% | +29.5% |
| 5Y | +13.2% | -43.0% | +56.2% | +15.2% |
| 10Y | +346.3% | +34.3% | +312.0% | +315.1% |
| All | +14,754.4% | +9,124.1% | +5,630.3% | +9,880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling