+91.3%
SNOW vs SWK
+46.0%
+45.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | -9.9% | +11.0% | -20.9% | -11.9% |
| 30D | -17.1% | +30.1% | -47.2% | -21.7% |
| 3M | -13.2% | +14.7% | -27.9% | -15.8% |
| 6M | +97.4% | +44.5% | +52.9% | +81.3% |
| YTD | +25.8% | +59.4% | -33.6% | +11.7% |
| 1Y | +4.2% | +77.5% | -73.3% | -10.4% |
| 3Y | +91.3% | +49.5% | +41.9% | +70.1% |
| All | +91.3% | +46.0% | +45.3% | +70.1% |
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