-43.6%
SWKS vs Z
-55.4%
+11.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.8% |
| 7D | -6.2% | -4.6% | -1.6% | -5.5% |
| 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% | +39.5% |
| YTD | +32.3% | -56.7% | +89.0% | +62.0% |
| 1Y | +20.1% | -59.1% | +79.3% | +49.4% |
| 3Y | +0.6% | -20.4% | +21.0% | -5.9% |
| All | -43.6% | -55.4% | +11.8% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling