-43.0%
SWKS vs Z
-54.8%
+11.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.6% | +0.7% |
| 7D | -9.2% | -2.3% | -6.9% | -9.1% |
| 30D | -1.9% | +9.4% | -11.3% | -5.2% |
| 3M | +21.2% | -16.1% | +37.3% | +24.8% |
| 6M | +12.9% | -30.4% | +43.3% | +21.7% |
| YTD | +30.7% | -55.6% | +86.3% | +59.1% |
| 1Y | +14.1% | -58.5% | +72.7% | +41.6% |
| 3Y | -1.7% | -19.6% | +17.9% | -8.2% |
| 5Y | -43.0% | -54.1% | +11.1% | -42.8% |
| All | -43.0% | -54.8% | +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