+8.6%
SNOW vs SWKS
-32.7%
+41.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.1% | +1.8% |
| 7D | -9.9% | -6.2% | -3.7% | -7.3% |
| 30D | -17.1% | -1.5% | -15.6% | -16.8% |
| 3M | -13.2% | +23.0% | -36.2% | -23.5% |
| 6M | +97.4% | +27.6% | +69.8% | +65.4% |
| YTD | +25.8% | +32.3% | -6.5% | +0.2% |
| 1Y | +4.2% | +20.1% | -15.9% | -12.5% |
| 3Y | +91.3% | +0.6% | +90.7% | +55.7% |
| 5Y | -24.4% | -42.3% | +17.9% | -10.0% |
| All | +8.6% | -32.7% | +41.4% | +17.2% |
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 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