+32.1%
SWKS vs Z
-14.9%
+47.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.9% |
| 7D | -6.2% | -4.6% | -1.6% | -5.4% |
| 30D | -1.5% | +8.3% | -9.8% | -4.6% |
| 3M | +23.0% | -11.6% | +34.6% | +24.8% |
| 6M | +27.6% | -33.6% | +61.2% | +39.1% |
| YTD | +32.3% | -56.7% | +89.0% | +60.1% |
| 1Y | +20.1% | -59.1% | +79.3% | +47.5% |
| 3Y | +0.6% | -20.4% | +21.0% | -3.1% |
| 5Y | -42.3% | -55.3% | +12.9% | -38.3% |
| All | +32.1% | -14.9% | +47.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling