-29.9%
SWK vs ZBRA
-45.5%
+15.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | +25.5% | -14.0% | +39.5% | +34.2% |
| 3M | +11.8% | -14.7% | +26.4% | +19.8% |
| 6M | +48.7% | +31.3% | +17.4% | +26.2% |
| YTD | +57.2% | +33.4% | +23.8% | +30.3% |
| 1Y | +75.3% | +34.1% | +41.1% | +45.1% |
| 3Y | +51.9% | +59.9% | -8.0% | +12.0% |
| All | -29.9% | -45.5% | +15.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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