-15.6%
SNPS vs SWKS
-25.5%
+9.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.6% |
| 7D | -11.0% | +12.5% | -23.5% | -14.7% |
| 30D | -1.7% | +10.5% | -12.2% | -5.2% |
| 3M | -20.4% | -7.4% | -13.0% | -18.8% |
| 6M | -8.6% | +32.7% | -41.3% | -19.7% |
| YTD | -16.2% | +19.2% | -35.3% | -23.8% |
| 1Y | -34.6% | +2.4% | -37.0% | -36.6% |
| All | -15.6% | -25.5% | +9.8% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling