+16.5%
SNOW vs SWKS
-32.3%
+48.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.2% | -3.1% | +3.4% | +1.7% |
| 30D | -19.8% | +8.3% | -28.2% | -22.5% |
| 3M | -11.6% | +20.2% | -31.9% | -21.2% |
| 6M | +94.0% | +24.9% | +69.1% | +64.5% |
| YTD | +34.8% | +33.2% | +1.7% | +7.1% |
| 1Y | +10.1% | +23.6% | -13.4% | -8.9% |
| 3Y | +84.4% | +1.3% | +83.1% | +49.9% |
| 5Y | -18.1% | -40.6% | +22.5% | -3.9% |
| All | +16.5% | -32.3% | +48.8% | +25.3% |
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