+14.1%
SWKS vs SNAP
-77.7%
+91.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.8% | -0.8% | +4.8% |
| 7D | +5.7% | -9.8% | +15.5% | +7.3% |
| 30D | +17.3% | -18.2% | +35.5% | +20.8% |
| 3M | +28.3% | -3.1% | +31.3% | +27.5% |
| 6M | +26.1% | -7.1% | +33.2% | +25.8% |
| YTD | +41.1% | -33.8% | +74.9% | +47.2% |
| 1Y | +31.4% | -39.0% | +70.5% | +38.9% |
| 3Y | +7.3% | -52.8% | +60.1% | +11.1% |
| 5Y | -37.7% | -90.0% | +52.3% | -25.5% |
| All | +14.1% | -77.7% | +91.8% | -4.0% |
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