+31.7%
SNPS vs SWKS
-37.3%
+69.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | +9.4% | -8.4% | -2.6% |
| 30D | -5.2% | +17.0% | -22.1% | -11.0% |
| 3M | +10.6% | +28.9% | -18.4% | -3.0% |
| 6M | -10.6% | +33.1% | -43.8% | -24.2% |
| YTD | -3.1% | +44.8% | -47.9% | -22.8% |
| 1Y | +15.6% | +36.2% | -20.7% | -5.2% |
| 3Y | -12.9% | +11.5% | -24.4% | -27.4% |
| All | +31.7% | -37.3% | +69.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling