-3.7%
SWKS vs SNAP
-77.2%
+73.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.0% | +7.6% | +4.2% |
| 7D | +12.5% | +0.7% | +11.8% | +12.3% |
| 30D | +10.5% | +2.6% | +7.9% | +9.7% |
| 3M | -7.4% | -9.9% | +2.5% | -6.3% |
| 6M | +32.7% | +1.9% | +30.8% | +30.4% |
| YTD | +19.2% | -32.2% | +51.4% | +24.8% |
| 1Y | +2.4% | -22.8% | +25.2% | +4.4% |
| 3Y | -25.6% | -47.6% | +22.0% | -23.9% |
| 5Y | -53.4% | -92.7% | +39.3% | -41.4% |
| All | -3.7% | -77.2% | +73.5% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling