+14.6%
SNOW vs SWK
-15.6%
+30.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +5.5% | -1.4% | +6.9% | +6.0% |
| 30D | -13.2% | +25.5% | -38.6% | -20.9% |
| 3M | -13.7% | +11.8% | -25.5% | -18.0% |
| 6M | +91.0% | +48.7% | +42.3% | +60.6% |
| YTD | +32.7% | +57.2% | -24.5% | +6.9% |
| 1Y | +13.3% | +75.3% | -62.0% | -13.5% |
| 3Y | +83.4% | +51.9% | +31.4% | +38.8% |
| 5Y | -24.7% | -30.7% | +6.0% | -18.4% |
| All | +14.6% | -15.6% | +30.2% | +10.7% |
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 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