-44.8%
SNAP vs SWK
+50.4%
-95.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +13.1% | -7.2% | -0.9% |
| 7D | -0.7% | +17.9% | -18.6% | -9.2% |
| 30D | +5.5% | +31.9% | -26.4% | -9.2% |
| 3M | +2.2% | +16.6% | -14.3% | -6.3% |
| 6M | -4.1% | +61.1% | -65.2% | -26.8% |
| YTD | -26.6% | +64.2% | -90.9% | -45.7% |
| 1Y | -20.7% | +85.2% | -106.0% | -46.0% |
| All | -44.8% | +50.4% | -95.2% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling