-20.3%
SWKS vs SN
+659.6%
-679.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.6% |
| 7D | -6.2% | +7.2% | -13.3% | -7.7% |
| 30D | -1.5% | +20.4% | -21.9% | -5.9% |
| 3M | +23.0% | +23.9% | -0.9% | +16.0% |
| 6M | +27.6% | +93.0% | -65.4% | +6.3% |
| YTD | +32.3% | +99.2% | -66.9% | +8.4% |
| 1Y | +20.1% | +142.6% | -122.5% | -7.1% |
| 3Y | +0.6% | +398.8% | -398.1% | -31.2% |
| All | -20.3% | +659.6% | -679.8% | -45.8% |
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