+111.6%
SNOW vs SWK
+15.2%
+96.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.6% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | +6.4% | -5.7% | +12.1% | +7.8% |
| 3M | +38.1% | +24.1% | +14.0% | +30.6% |
| 6M | +100.4% | +24.7% | +75.7% | +88.0% |
| YTD | +53.7% | +33.9% | +19.8% | +40.8% |
| 1Y | +52.0% | +34.7% | +17.3% | +38.3% |
| All | +111.6% | +15.2% | +96.4% | +90.0% |
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