+32.8%
SNOW vs SWKS
-39.4%
+72.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -7.1% |
| 7D | +2.8% | +12.5% | -9.7% | -3.2% |
| 30D | +6.4% | +10.5% | -4.1% | +0.9% |
| 3M | +38.1% | -7.4% | +45.5% | +40.4% |
| 6M | +100.4% | +32.7% | +67.7% | +64.0% |
| YTD | +53.7% | +19.2% | +34.5% | +31.6% |
| 1Y | +52.0% | +2.4% | +49.6% | +40.4% |
| 3Y | +114.7% | -25.6% | +140.3% | +118.0% |
| 5Y | +8.8% | -53.4% | +62.2% | +46.9% |
| All | +32.8% | -39.4% | +72.2% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling