+671.3%
SNPS vs SWKS
+35.1%
+636.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.8% |
| 30D | -9.8% | +8.3% | -18.1% | -12.9% |
| 3M | +11.7% | +20.2% | -8.5% | +0.4% |
| 6M | -10.9% | +24.9% | -35.9% | -23.0% |
| YTD | -2.1% | +33.2% | -35.2% | -19.6% |
| 1Y | +14.8% | +23.6% | -8.8% | -2.4% |
| 3Y | -11.3% | +1.3% | -12.6% | -22.2% |
| 5Y | +36.2% | -40.6% | +76.8% | +51.5% |
| All | +671.3% | +35.1% | +636.2% | +474.8% |
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