-1.5%
SWKS vs ZM
+55.9%
-57.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.3% | +2.9% |
| 7D | +12.5% | +2.9% | +9.6% | +11.9% |
| 30D | +10.5% | +0.7% | +9.8% | +10.2% |
| 3M | -7.4% | -3.7% | -3.7% | -7.0% |
| 6M | +32.7% | +29.9% | +2.8% | +25.3% |
| YTD | +19.2% | +17.4% | +1.7% | +14.1% |
| 1Y | +2.4% | +22.4% | -20.0% | -3.0% |
| 3Y | -25.6% | +41.3% | -66.9% | -32.1% |
| 5Y | -53.4% | -66.0% | +12.6% | -52.1% |
| All | -1.5% | +55.9% | -57.4% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling