+13.7%
SNPS vs SWKS
+15.3%
-1.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +2.2% |
| 7D | -3.7% | -6.2% | +2.5% | -2.9% |
| 30D | -10.4% | -1.5% | -8.9% | -10.2% |
| 3M | +11.0% | +23.0% | -12.0% | +5.8% |
| 6M | -10.7% | +27.6% | -38.3% | -15.7% |
| YTD | -4.1% | +32.3% | -36.4% | -11.6% |
| 1Y | +13.7% | +20.1% | -6.4% | +9.7% |
| All | +13.7% | +15.3% | -1.6% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling