-43.0%
SWKS vs SNAP
-90.2%
+47.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.0% | +12.0% | +0.2% |
| 7D | -9.2% | -10.4% | +1.2% | -7.8% |
| 30D | -1.9% | -11.9% | +10.0% | -0.4% |
| 3M | +21.2% | -4.5% | +25.7% | +20.8% |
| 6M | +12.9% | -16.7% | +29.6% | +14.6% |
| YTD | +30.7% | -36.9% | +67.7% | +37.4% |
| 1Y | +14.1% | -30.3% | +44.4% | +17.6% |
| 3Y | -1.7% | -52.5% | +50.8% | +1.3% |
| 5Y | -43.0% | -90.4% | +47.4% | -23.3% |
| All | -43.0% | -90.2% | +47.2% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling