+31.4%
SNPS vs SWKS
-42.6%
+74.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.8% |
| 7D | -3.7% | -6.2% | +2.5% | -1.2% |
| 30D | -10.4% | -1.5% | -8.9% | -10.0% |
| 3M | +11.0% | +23.0% | -12.0% | -1.0% |
| 6M | -10.7% | +27.6% | -38.3% | -23.3% |
| YTD | -4.1% | +32.3% | -36.4% | -20.8% |
| 1Y | +13.7% | +20.1% | -6.4% | -1.5% |
| 3Y | -8.1% | +0.6% | -8.7% | -20.0% |
| All | +31.4% | -42.6% | +74.0% | +64.0% |
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