-37.0%
SWKS vs ZS
-44.3%
+7.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.8% |
| 7D | +10.9% | -5.2% | +16.1% | +12.2% |
| 30D | +17.6% | -15.5% | +33.1% | +21.8% |
| 3M | +29.2% | +9.0% | +20.2% | +23.8% |
| 6M | +37.0% | +32.2% | +4.8% | +21.3% |
| YTD | +44.9% | -14.1% | +59.0% | +42.2% |
| 1Y | +33.8% | -39.1% | +72.9% | +45.2% |
| 3Y | +10.2% | +10.4% | -0.2% | -3.7% |
| 5Y | -37.0% | -44.6% | +7.6% | -42.3% |
| All | -37.0% | -44.3% | +7.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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