-43.6%
SWKS vs ZETA
+232.9%
-276.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.1% | +0.3% |
| 7D | -6.2% | -0.4% | -5.7% | -6.1% |
| 30D | -1.5% | -8.0% | +6.5% | -0.3% |
| 3M | +23.0% | +21.4% | +1.6% | +18.1% |
| 6M | +27.6% | +80.1% | -52.5% | +13.2% |
| YTD | +32.3% | +52.5% | -20.2% | +19.5% |
| 1Y | +20.1% | +58.5% | -38.4% | +7.4% |
| 3Y | +0.6% | +281.7% | -281.0% | -34.5% |
| All | -43.6% | +232.9% | -276.5% | -66.2% |
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