+16.8%
SNPS vs SWKS
+30.3%
-13.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.0% | -5.5% | -0.3% |
| 7D | -0.2% | +5.7% | -5.9% | -0.9% |
| 30D | -8.0% | +17.3% | -25.4% | -9.7% |
| 3M | +12.5% | +28.3% | -15.8% | +6.8% |
| 6M | -10.5% | +26.1% | -36.5% | -15.0% |
| YTD | -1.6% | +41.1% | -42.7% | -10.1% |
| 1Y | +16.8% | +31.4% | -14.6% | +10.6% |
| All | +16.8% | +30.3% | -13.4% | +10.6% |
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