-26.1%
SNOW vs SWKS
-37.3%
+11.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +5.5% | +9.4% | -3.9% | +1.5% |
| 30D | -13.2% | +17.0% | -30.1% | -18.7% |
| 3M | -13.7% | +28.9% | -42.7% | -25.1% |
| 6M | +91.0% | +33.1% | +57.8% | +58.7% |
| YTD | +32.7% | +44.8% | -12.1% | +1.9% |
| 1Y | +13.3% | +36.2% | -22.9% | -10.1% |
| 3Y | +83.4% | +11.5% | +71.9% | +39.5% |
| All | -26.1% | -37.3% | +11.2% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling