-22.7%
SNOW vs SWK
-23.3%
+0.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.5% |
| 7D | +0.2% | +10.7% | -10.5% | -3.9% |
| 30D | -21.1% | +33.3% | -54.4% | -29.8% |
| 3M | -11.9% | +14.7% | -26.6% | -17.0% |
| 6M | +91.0% | +48.5% | +42.5% | +60.6% |
| YTD | +32.7% | +63.9% | -31.2% | +5.0% |
| 1Y | +10.8% | +80.4% | -69.7% | -16.5% |
| 3Y | +86.2% | +58.1% | +28.1% | +37.6% |
| 5Y | -22.7% | -24.5% | +1.8% | -9.6% |
| All | -22.7% | -23.3% | +0.6% | -9.6% |
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