+24.0%
SWK vs ZYBT
-58.1%
+82.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.8% |
| 7D | +0.1% | -4.2% | +4.4% | +0.1% |
| 30D | -8.9% | -16.4% | +7.5% | -8.9% |
| 3M | +20.5% | +82.9% | -62.4% | +23.3% |
| 6M | +27.1% | +110.7% | -83.6% | +28.5% |
| YTD | +30.2% | +37.4% | -7.2% | +33.0% |
| 1Y | +24.8% | -80.6% | +105.4% | +33.9% |
| All | +24.0% | -58.1% | +82.0% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling