+22.9%
SWK vs ZYBT
-58.1%
+81.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.8% | -3.6% |
| 7D | -0.7% | -4.2% | +3.5% | -0.7% |
| 30D | -9.7% | -16.4% | +6.7% | -9.7% |
| 3M | +19.5% | +82.9% | -63.4% | +22.2% |
| 6M | +26.0% | +110.7% | -84.7% | +27.4% |
| YTD | +29.1% | +37.4% | -8.3% | +31.8% |
| 1Y | +23.7% | -80.6% | +104.3% | +32.8% |
| All | +22.9% | -58.1% | +81.0% | +17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling