-40.6%
SWKS vs ZETA
+244.2%
-284.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.2% | -8.3% | -1.5% |
| 7D | -3.1% | +13.2% | -16.4% | -5.2% |
| 30D | +8.3% | +6.0% | +2.3% | +7.1% |
| 3M | +20.2% | +27.3% | -7.1% | +14.6% |
| 6M | +24.9% | +104.6% | -79.7% | +8.5% |
| YTD | +33.2% | +72.3% | -39.2% | +17.7% |
| 1Y | +23.6% | +76.3% | -52.7% | +8.5% |
| 3Y | +1.3% | +325.6% | -324.4% | -35.2% |
| 5Y | -40.6% | +254.2% | -294.8% | -65.3% |
| All | -40.6% | +244.2% | -284.7% | -65.3% |
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