+7.9%
SWKS vs SNAP
-75.3%
+83.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.9% | -8.8% | -3.9% |
| 7D | -4.9% | -0.7% | -4.3% | -5.0% |
| 30D | -1.2% | +5.5% | -6.7% | -2.5% |
| 3M | +24.2% | +2.2% | +21.9% | +22.5% |
| 6M | +21.5% | -4.1% | +25.5% | +20.7% |
| YTD | +33.5% | -26.6% | +60.1% | +37.1% |
| 1Y | +18.9% | -20.7% | +39.7% | +20.2% |
| 3Y | +0.4% | -44.8% | +45.1% | +1.5% |
| 5Y | -44.3% | -88.7% | +44.4% | -34.7% |
| All | +7.9% | -75.3% | +83.2% | -10.6% |
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