+6.1%
SNOW vs SWK
-14.1%
+20.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.6% | -4.7% | -6.3% |
| 7D | -18.4% | +11.3% | -29.6% | -22.0% |
| 30D | -19.8% | +28.1% | -47.9% | -27.5% |
| 3M | -14.9% | +12.6% | -27.5% | -19.3% |
| 6M | +90.2% | +51.7% | +38.5% | +58.5% |
| YTD | +22.9% | +60.0% | -37.1% | -1.6% |
| 1Y | +1.8% | +72.7% | -70.9% | -21.6% |
| 3Y | +79.7% | +46.3% | +33.4% | +39.5% |
| 5Y | -26.1% | -24.6% | -1.5% | -22.2% |
| All | +6.1% | -14.1% | +20.2% | +1.9% |
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