I just remembered a web site that was a Tool many many shows ago. This tool will help you benchmark your portfolio or to test out a new portfolio. It will allow you to compare it against another benchmark and it will calculate returns, standard deviations, and also Sharpe ratios.
The web site is http://www.icarra.com
Get over there and create an account and try it out. They have really made some nice improvements since I last used it.