-18.5%
SWKS vs ZS
+517.5%
-535.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +4.6% |
| 7D | +12.5% | -7.8% | +20.3% | +14.5% |
| 30D | +10.5% | +5.0% | +5.5% | +8.7% |
| 3M | -7.4% | +25.5% | -32.9% | -13.0% |
| 6M | +32.7% | +8.7% | +24.0% | +25.4% |
| YTD | +19.2% | -24.5% | +43.7% | +21.9% |
| 1Y | +2.4% | -36.7% | +39.1% | +9.0% |
| 3Y | -25.6% | +7.2% | -32.8% | -32.4% |
| 5Y | -53.4% | -40.9% | -12.5% | -55.0% |
| All | -18.5% | +517.5% | -535.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling