-36.5%
SWKS vs ZETA
+281.0%
-317.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +9.4% | +18.1% | -8.7% | +6.4% |
| 30D | +17.0% | +13.6% | +3.4% | +14.3% |
| 3M | +28.9% | +23.7% | +5.2% | +23.6% |
| 6M | +33.1% | +128.5% | -95.4% | +13.5% |
| YTD | +44.8% | +80.1% | -35.3% | +27.1% |
| 1Y | +36.2% | +98.0% | -61.8% | +17.3% |
| 3Y | +11.5% | +348.6% | -337.1% | -29.4% |
| All | -36.5% | +281.0% | -317.5% | -63.9% |
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