-12.1%
SWKS vs ZYBT
-58.4%
+46.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.5% |
| 7D | +6.8% | -3.7% | +10.5% | +6.8% |
| 30D | +11.3% | -12.8% | +24.0% | +11.3% |
| 3M | +4.1% | +76.2% | -72.2% | +3.1% |
| 6M | +39.7% | +109.3% | -69.7% | +37.1% |
| YTD | +23.2% | +36.5% | -13.3% | +21.9% |
| 1Y | +5.3% | -84.0% | +89.3% | +8.7% |
| All | -12.1% | -58.4% | +46.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling