+28.4%
SNPS vs SWK
-25.2%
+53.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.1% |
| 7D | -10.2% | +11.3% | -21.4% | -13.2% |
| 30D | -12.8% | +28.1% | -40.9% | -19.5% |
| 3M | +9.9% | +12.6% | -2.7% | +5.5% |
| 6M | -12.4% | +51.7% | -64.1% | -23.8% |
| YTD | -6.3% | +60.0% | -66.2% | -20.7% |
| 1Y | +7.6% | +72.7% | -65.0% | -11.3% |
| 3Y | -9.8% | +46.3% | -56.1% | -25.6% |
| All | +28.4% | -25.2% | +53.6% | +42.0% |
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