-9.1%
SWKS vs ZCMD
-100.0%
+90.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.2% |
| 7D | -6.2% | -4.4% | -1.7% | -6.1% |
| 30D | -1.5% | -43.0% | +41.5% | -0.7% |
| 3M | +23.0% | -54.9% | +77.8% | +24.1% |
| 6M | +27.6% | -99.8% | +127.4% | +34.8% |
| YTD | +32.3% | -99.9% | +132.2% | +40.7% |
| 1Y | +20.1% | -99.9% | +120.0% | +28.8% |
| 3Y | +0.6% | -100.0% | +100.6% | +14.7% |
| 5Y | -42.3% | -100.0% | +57.7% | -32.7% |
| All | -9.1% | -100.0% | +90.9% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling