-43.5%
SWKS vs ZETA
+259.8%
-303.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | +0.1% |
| 7D | -2.7% | +6.2% | -9.0% | -3.7% |
| 30D | +8.5% | -2.0% | +10.5% | +8.7% |
| 3M | +17.3% | +21.7% | -4.4% | +13.1% |
| 6M | +25.1% | +89.1% | -64.0% | +11.5% |
| YTD | +33.3% | +59.3% | -26.0% | +20.8% |
| 1Y | +22.9% | +66.2% | -43.3% | +10.3% |
| 3Y | +5.5% | +297.3% | -291.8% | -26.8% |
| 5Y | -41.9% | +227.5% | -269.4% | -61.6% |
| All | -43.5% | +259.8% | -303.3% | -61.0% |
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