+691.2%
SNPS vs SWKS
+37.5%
+653.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.3% |
| 7D | +0.2% | -2.7% | +2.9% | +1.4% |
| 30D | -8.4% | +8.5% | -16.9% | -11.6% |
| 3M | +12.3% | +17.3% | -5.0% | +2.0% |
| 6M | -9.6% | +25.1% | -34.7% | -21.9% |
| YTD | -0.6% | +33.3% | -33.9% | -18.4% |
| 1Y | +18.7% | +22.9% | -4.2% | +1.2% |
| 3Y | -7.6% | +5.5% | -13.1% | -20.6% |
| 5Y | +34.1% | -41.9% | +76.0% | +50.7% |
| 10Y | +691.2% | +32.4% | +658.8% | +504.4% |
| All | +691.2% | +37.5% | +653.7% | +504.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling