-44.0%
SWKS vs ZETA
+244.4%
-288.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.4% |
| 7D | -6.2% | -0.4% | -5.7% | -6.1% |
| 30D | -1.5% | -8.0% | +6.5% | -0.4% |
| 3M | +23.0% | +21.4% | +1.6% | +18.6% |
| 6M | +27.6% | +80.1% | -52.5% | +14.6% |
| YTD | +32.3% | +52.5% | -20.2% | +20.7% |
| 1Y | +20.1% | +58.5% | -38.4% | +8.6% |
| 3Y | +0.6% | +281.7% | -281.0% | -29.8% |
| 5Y | -42.3% | +237.3% | -279.6% | -61.6% |
| All | -44.0% | +244.4% | -288.4% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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