+86.9%
SNOW vs SWK
+46.5%
+40.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.6% | -4.7% | -6.7% |
| 7D | -18.4% | +11.3% | -29.6% | -20.2% |
| 30D | -19.8% | +28.1% | -47.9% | -23.9% |
| 3M | -14.9% | +12.6% | -27.5% | -17.2% |
| 6M | +90.2% | +51.7% | +38.5% | +72.6% |
| YTD | +22.9% | +60.0% | -37.1% | +9.1% |
| 1Y | +1.8% | +72.7% | -70.9% | -11.8% |
| All | +86.9% | +46.5% | +40.4% | +66.1% |
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