-3.5%
SWKS vs ZYBT
-57.8%
+54.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.8% |
| 7D | +17.5% | -2.5% | +20.0% | +17.5% |
| 30D | +23.0% | -1.2% | +24.2% | +23.0% |
| 3M | +19.5% | +76.7% | -57.1% | +18.5% |
| 6M | +54.3% | +103.6% | -49.3% | +51.6% |
| YTD | +35.3% | +38.3% | -3.0% | +33.9% |
| 1Y | +17.9% | -84.7% | +102.6% | +21.9% |
| All | -3.5% | -57.8% | +54.3% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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