-90.4%
SNAP vs SWK
-25.4%
-65.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.6% | -11.4% | -12.6% |
| 7D | -10.4% | +11.3% | -21.6% | -15.6% |
| 30D | -11.9% | +28.1% | -40.0% | -23.5% |
| 3M | -4.5% | +12.6% | -17.1% | -11.1% |
| 6M | -16.7% | +51.7% | -68.4% | -35.1% |
| YTD | -36.9% | +60.0% | -96.9% | -53.3% |
| 1Y | -30.3% | +72.7% | -102.9% | -51.0% |
| 3Y | -52.5% | +46.3% | -98.8% | -64.9% |
| 5Y | -90.4% | -24.6% | -65.8% | -92.5% |
| All | -90.4% | -25.4% | -65.0% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling