+91.3%
SNOW vs SWKS
-0.7%
+92.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +2.1% |
| 7D | -9.9% | -6.2% | -3.7% | -8.7% |
| 30D | -17.1% | -1.5% | -15.6% | -16.9% |
| 3M | -13.2% | +23.0% | -36.2% | -18.2% |
| 6M | +97.4% | +27.6% | +69.8% | +82.1% |
| YTD | +25.8% | +32.3% | -6.5% | +13.3% |
| 1Y | +4.2% | +20.1% | -15.9% | -3.2% |
| 3Y | +91.3% | +0.6% | +90.7% | +73.4% |
| All | +91.3% | -0.7% | +92.0% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling