+10.8%
SWKS vs Z
+9.5%
+1.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 6M | +12.9% | -30.4% | +43.3% | +21.2% |
| YTD | +30.7% | -55.6% | +86.3% | +56.5% |
| 1Y | +14.1% | -58.5% | +72.7% | +39.0% |
| 3Y | -1.7% | -19.6% | +17.9% | -5.3% |
| 5Y | -43.0% | -54.1% | +11.1% | -39.4% |
| 10Y | +34.3% | -12.1% | +46.4% | +4.3% |
| All | +10.8% | +9.5% | +1.2% | -22.1% |
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 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