-36.7%
SWK vs ZBRA
-38.9%
+2.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.2% |
| 7D | -0.4% | +1.8% | -2.2% | -1.3% |
| 30D | -5.7% | -1.7% | -4.0% | -5.0% |
| 3M | +24.1% | +47.8% | -23.7% | +0.5% |
| 6M | +24.7% | +56.7% | -32.0% | -2.8% |
| YTD | +33.9% | +49.4% | -15.4% | +6.0% |
| 1Y | +34.7% | +16.5% | +18.1% | +20.3% |
| 3Y | +15.3% | +31.5% | -16.2% | -6.8% |
| All | -36.7% | -38.9% | +2.2% | -33.2% |
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