-79.7%
SNAP vs SWK
+16.3%
-96.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.4% |
| 7D | -7.1% | +11.0% | -18.1% | -11.7% |
| 30D | -14.6% | +30.1% | -44.7% | -24.9% |
| 3M | -5.0% | +14.7% | -19.6% | -11.5% |
| 6M | -18.8% | +44.5% | -63.3% | -32.8% |
| YTD | -38.5% | +59.4% | -97.9% | -52.2% |
| 1Y | -38.1% | +77.5% | -115.6% | -54.5% |
| 3Y | -53.8% | +49.5% | -103.2% | -64.0% |
| 5Y | -90.7% | -24.9% | -65.8% | -90.7% |
| All | -79.7% | +16.3% | -96.0% | -84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling