+14.7%
SNOW vs SWKS
-32.2%
+46.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.8% | +5.2% |
| 7D | +0.2% | -2.7% | +2.9% | +1.5% |
| 30D | -21.1% | +8.5% | -29.6% | -23.8% |
| 3M | -11.9% | +17.3% | -29.2% | -20.5% |
| 6M | +91.0% | +25.1% | +65.9% | +61.8% |
| YTD | +32.7% | +33.3% | -0.6% | +5.4% |
| 1Y | +10.8% | +22.9% | -12.1% | -8.1% |
| 3Y | +86.2% | +5.5% | +80.7% | +46.6% |
| 5Y | -22.7% | -41.9% | +19.2% | -8.3% |
| All | +14.7% | -32.2% | +46.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling