+35.3%
SWKS vs Z
-19.5%
+54.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.3% |
| 7D | -3.1% | -6.5% | +3.3% | -1.9% |
| 30D | +8.3% | -0.1% | +8.4% | +7.3% |
| 3M | +20.2% | -14.1% | +34.4% | +22.9% |
| 6M | +24.9% | -30.1% | +55.0% | +34.1% |
| YTD | +33.2% | -57.5% | +90.7% | +61.9% |
| 1Y | +23.6% | -60.3% | +83.9% | +52.9% |
| 3Y | +1.3% | -21.0% | +22.3% | -2.4% |
| 5Y | -40.6% | -54.9% | +14.3% | -36.6% |
| 10Y | +35.3% | -16.0% | +51.3% | +1.1% |
| All | +35.3% | -19.5% | +54.8% | +1.1% |
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