-9.5%
SWKS vs ZS
+618.8%
-628.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.9% |
| 7D | -6.2% | -16.9% | +10.7% | -2.4% |
| 30D | -1.5% | -7.4% | +6.0% | -0.4% |
| 3M | +23.0% | +21.6% | +1.4% | +15.1% |
| 6M | +27.6% | +42.4% | -14.8% | +12.2% |
| YTD | +32.3% | -12.1% | +44.4% | +28.7% |
| 1Y | +20.1% | -37.8% | +57.9% | +27.0% |
| 3Y | +0.6% | +20.9% | -20.3% | -12.1% |
| 5Y | -42.3% | -41.6% | -0.7% | -45.1% |
| All | -9.5% | +618.8% | -628.2% | -48.7% |
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