-28.2%
SWKS vs SN
+490.7%
-518.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.8% |
| 7D | +12.5% | -9.3% | +21.8% | +15.3% |
| 30D | +10.5% | -4.8% | +15.3% | +11.7% |
| 3M | -7.4% | +40.4% | -47.8% | -15.8% |
| 6M | +32.7% | +50.9% | -18.3% | +17.5% |
| YTD | +19.2% | +54.9% | -35.8% | +4.3% |
| 1Y | +2.4% | +43.0% | -40.6% | -8.9% |
| 3Y | -25.6% | +391.8% | -417.4% | -46.0% |
| All | -28.2% | +490.7% | -518.9% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling