-53.0%
SWKS vs ZETA
+329.5%
-382.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.1% | +7.6% | +4.2% |
| 7D | +12.5% | +2.7% | +9.9% | +11.9% |
| 30D | +10.5% | +15.8% | -5.3% | +7.6% |
| 3M | -7.4% | +35.4% | -42.8% | -12.5% |
| 6M | +32.7% | +67.1% | -34.4% | +20.0% |
| YTD | +19.2% | +54.1% | -34.9% | +8.4% |
| 1Y | +2.4% | +67.8% | -65.4% | -8.9% |
| 3Y | -25.6% | +311.4% | -337.0% | -50.2% |
| All | -53.0% | +329.5% | -382.5% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling