-44.6%
SWKS vs ZETA
+227.1%
-271.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -1.0% |
| 7D | -9.2% | -10.0% | +0.8% | -7.8% |
| 30D | -1.9% | -10.6% | +8.7% | -0.4% |
| 3M | +21.2% | +8.9% | +12.4% | +18.9% |
| 6M | +12.9% | +65.1% | -52.2% | +2.8% |
| YTD | +30.7% | +44.8% | -14.1% | +20.2% |
| 1Y | +14.1% | +47.8% | -33.7% | +4.3% |
| 3Y | -1.7% | +248.8% | -250.5% | -30.4% |
| 5Y | -43.0% | +220.3% | -263.3% | -61.8% |
| All | -44.6% | +227.1% | -271.7% | -61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling