-92.8%
SNAP vs SWK
-38.7%
-54.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.5% |
| 7D | +0.7% | -0.4% | +1.2% | +1.0% |
| 30D | +2.6% | -5.7% | +8.3% | +6.0% |
| 3M | -9.9% | +24.1% | -34.0% | -20.7% |
| 6M | +1.9% | +24.7% | -22.8% | -11.4% |
| YTD | -32.2% | +33.9% | -66.2% | -44.1% |
| 1Y | -22.8% | +34.7% | -57.5% | -37.3% |
| 3Y | -47.6% | +15.3% | -62.9% | -55.4% |
| All | -92.8% | -38.7% | -54.1% | -93.8% |
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 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