+17.0%
SWKS vs SNAP
-78.1%
+95.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +9.4% | +6.0% | +3.4% | +8.4% |
| 30D | +17.0% | -13.8% | +30.7% | +19.4% |
| 3M | +28.9% | -0.8% | +29.7% | +27.7% |
| 6M | +33.1% | -6.2% | +39.4% | +32.6% |
| YTD | +44.8% | -34.8% | +79.6% | +51.4% |
| 1Y | +36.2% | -38.7% | +74.9% | +43.9% |
| 3Y | +11.5% | -53.5% | +64.9% | +15.7% |
| 5Y | -37.1% | -90.2% | +53.1% | -24.5% |
| All | +17.0% | -78.1% | +95.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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