+17.1%
SNPS vs SWK
-38.7%
+55.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | -11.0% | -0.4% | -10.6% | -10.9% |
| 30D | -1.7% | -5.7% | +4.0% | 0.0% |
| 3M | -20.4% | +24.1% | -44.4% | -26.0% |
| 6M | -8.6% | +24.7% | -33.3% | -15.7% |
| YTD | -16.2% | +33.9% | -50.1% | -24.8% |
| 1Y | -34.6% | +34.7% | -69.3% | -41.6% |
| 3Y | -14.5% | +15.3% | -29.7% | -23.7% |
| All | +17.1% | -38.7% | +55.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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