+10.2%
SWKS vs ZM
+41.1%
-30.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.4% |
| 7D | -2.7% | -0.3% | -2.5% | -2.7% |
| 30D | +8.5% | -6.2% | +14.7% | +9.7% |
| 3M | +17.3% | -12.2% | +29.5% | +19.8% |
| 6M | +25.1% | -16.0% | +41.1% | +28.5% |
| YTD | +33.3% | +6.3% | +27.1% | +29.8% |
| 1Y | +22.9% | +12.3% | +10.6% | +18.2% |
| 3Y | +5.5% | +51.2% | -45.7% | -4.8% |
| 5Y | -41.9% | -64.5% | +22.6% | -39.8% |
| All | +10.2% | +41.1% | -30.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling