+32.8%
SNOW vs SWK
-28.0%
+60.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | +6.4% | -5.7% | +12.1% | +8.8% |
| 3M | +38.1% | +24.1% | +14.0% | +25.6% |
| 6M | +100.4% | +24.7% | +75.7% | +79.5% |
| YTD | +53.7% | +33.9% | +19.8% | +32.6% |
| 1Y | +52.0% | +34.7% | +17.3% | +29.5% |
| 3Y | +114.7% | +15.3% | +99.4% | +85.7% |
| 5Y | +8.8% | -39.3% | +48.0% | +24.9% |
| All | +32.8% | -28.0% | +60.8% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling