+97.4%
SNOW vs SWK
+47.3%
+50.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.3% |
| 7D | -9.9% | +11.0% | -20.9% | -8.5% |
| 30D | -17.1% | +30.1% | -47.2% | -15.0% |
| 3M | -13.2% | +14.7% | -27.9% | -11.7% |
| 6M | +97.4% | +44.5% | +52.9% | +117.0% |
| All | +97.4% | +47.3% | +50.1% | +117.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling