+33.8%
SWKS vs Z
-61.0%
+94.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +2.7% |
| 7D | +10.9% | -4.9% | +15.8% | +10.8% |
| 30D | +17.6% | +3.0% | +14.6% | +17.7% |
| 3M | +29.2% | -13.4% | +42.6% | +29.1% |
| 6M | +37.0% | -27.3% | +64.3% | +37.3% |
| YTD | +44.9% | -57.8% | +102.7% | +48.3% |
| 1Y | +33.8% | -60.0% | +93.8% | +38.3% |
| All | +33.8% | -61.0% | +94.8% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling