+13.1%
SWKS vs Z
+22.6%
-9.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +9.4% | -12.3% | -5.4% |
| 7D | -4.9% | +10.2% | -15.1% | -7.6% |
| 30D | -1.2% | +23.7% | -24.9% | -7.4% |
| 3M | +24.2% | -6.6% | +30.7% | +24.4% |
| 6M | +21.5% | -23.0% | +44.5% | +27.2% |
| YTD | +33.5% | -50.3% | +83.8% | +55.4% |
| 1Y | +18.9% | -53.6% | +72.5% | +40.8% |
| 3Y | +0.4% | -10.1% | +10.4% | -5.9% |
| 5Y | -44.3% | -49.8% | +5.5% | -42.0% |
| 10Y | +37.1% | -1.6% | +38.7% | +3.6% |
| All | +13.1% | +22.6% | -9.5% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling