-12.8%
SWKS vs SN
+671.3%
-684.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | +9.4% | +1.5% | +7.9% | +9.0% |
| 30D | +17.0% | +21.5% | -4.5% | +11.5% |
| 3M | +28.9% | +20.0% | +8.9% | +22.7% |
| 6M | +33.1% | +119.9% | -86.8% | +7.3% |
| YTD | +44.8% | +102.3% | -57.5% | +18.1% |
| 1Y | +36.2% | +148.0% | -111.8% | +4.7% |
| 3Y | +11.5% | +450.0% | -438.5% | -24.3% |
| All | -12.8% | +671.3% | -684.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling