-8.5%
SWKS vs ZCMD
-100.0%
+91.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | -3.1% | -3.0% | -0.1% | -3.1% |
| 30D | +8.3% | -39.5% | +47.8% | +9.1% |
| 3M | +20.2% | -57.8% | +78.0% | +21.5% |
| 6M | +24.9% | -99.7% | +124.6% | +31.3% |
| YTD | +33.2% | -99.9% | +133.0% | +41.6% |
| 1Y | +23.6% | -99.9% | +123.5% | +32.3% |
| 3Y | +1.3% | -100.0% | +101.2% | +15.3% |
| 5Y | -40.6% | -100.0% | +59.4% | -30.6% |
| All | -8.5% | -100.0% | +91.5% | +27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling