+5,491.2%
SNPS vs SWKS
+12,352.5%
-6,861.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.5% |
| 7D | -10.2% | -9.2% | -1.0% | -8.6% |
| 30D | -12.8% | -1.9% | -10.9% | -12.6% |
| 3M | +9.9% | +21.2% | -11.4% | +5.2% |
| 6M | -12.4% | +12.9% | -25.3% | -15.6% |
| YTD | -6.3% | +30.7% | -37.0% | -12.5% |
| 1Y | +7.6% | +14.1% | -6.5% | +2.9% |
| 3Y | -9.8% | -1.7% | -8.1% | -12.6% |
| 5Y | +29.2% | -43.0% | +72.2% | +37.3% |
| 10Y | +663.8% | +34.3% | +629.4% | +601.7% |
| All | +5,491.2% | +12,352.5% | -6,861.3% | +2,568.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling