+7.6%
SWKS vs SNAP
-79.2%
+86.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -3.1% | -10.6% | +7.4% | -1.6% |
| 30D | +8.3% | -19.7% | +28.1% | +11.8% |
| 3M | +20.2% | -6.5% | +26.8% | +20.2% |
| 6M | +24.9% | -17.8% | +42.7% | +27.1% |
| YTD | +33.2% | -38.0% | +71.2% | +40.4% |
| 1Y | +23.6% | -42.5% | +66.0% | +31.9% |
| 3Y | +1.3% | -55.8% | +57.1% | +6.0% |
| 5Y | -40.6% | -90.5% | +50.0% | -28.3% |
| All | +7.6% | -79.2% | +86.8% | -8.5% |
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