+25.9%
SWKS vs Z
-1.7%
+27.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +4.1% |
| 7D | +12.5% | -3.0% | +15.5% | +13.4% |
| 30D | +10.5% | -4.2% | +14.7% | +11.4% |
| 3M | -7.4% | -3.7% | -3.7% | -7.3% |
| 6M | +32.7% | -24.5% | +57.2% | +40.9% |
| YTD | +19.2% | -49.3% | +68.5% | +40.2% |
| 1Y | +2.4% | -58.7% | +61.1% | +26.9% |
| 3Y | -25.6% | -34.1% | +8.5% | -23.1% |
| 5Y | -53.4% | -64.5% | +11.1% | -47.2% |
| All | +25.9% | -1.7% | +27.6% | -5.7% |
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