+319.5%
SN vs SWK
+10.5%
+309.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | -9.3% | -0.4% | -8.9% | -9.1% |
| 30D | -4.8% | -5.7% | +0.9% | -1.4% |
| 3M | +40.4% | +24.1% | +16.4% | +23.1% |
| 6M | +50.9% | +24.7% | +26.2% | +31.3% |
| YTD | +54.9% | +33.9% | +21.0% | +28.7% |
| 1Y | +43.0% | +34.7% | +8.3% | +17.6% |
| 3Y | +391.8% | +15.3% | +376.6% | +307.6% |
| All | +319.5% | +10.5% | +309.0% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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