+24.6%
SWK vs ZYBT
-80.9%
+105.5%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.3% |
| 7D | -4.6% | -3.7% | -0.9% | -4.6% |
| 30D | -9.9% | -12.8% | +2.9% | -9.9% |
| 3M | +15.4% | +76.2% | -60.8% | +19.0% |
| 6M | +25.0% | +109.3% | -84.4% | +28.4% |
| YTD | +27.2% | +36.5% | -9.3% | +31.2% |
| 1Y | +24.6% | -84.0% | +108.6% | +31.8% |
| All | +24.6% | -80.9% | +105.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling