+18.9%
SWKS vs ZCMD
-99.9%
+118.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -2.9% |
| 7D | -4.9% | -13.3% | +8.4% | -4.8% |
| 30D | -1.2% | -49.6% | +48.4% | -0.5% |
| 3M | +24.2% | -54.6% | +78.8% | +24.9% |
| 6M | +21.5% | -99.8% | +121.2% | +22.8% |
| YTD | +33.5% | -99.9% | +133.3% | +36.0% |
| 1Y | +18.9% | -99.9% | +118.8% | +25.0% |
| All | +18.9% | -99.9% | +118.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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