+249.0%
ZETA vs SWK
-33.2%
+282.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | -0.4% | +11.0% | -11.5% | -5.7% |
| 30D | -8.0% | +30.1% | -38.1% | -19.5% |
| 3M | +21.4% | +14.7% | +6.7% | +12.7% |
| 6M | +80.1% | +44.5% | +35.6% | +47.4% |
| YTD | +52.5% | +59.4% | -6.9% | +17.0% |
| 1Y | +58.5% | +77.5% | -19.0% | +15.0% |
| 3Y | +281.7% | +49.5% | +232.2% | +189.5% |
| 5Y | +237.3% | -24.9% | +262.2% | +231.7% |
| All | +249.0% | -33.2% | +282.3% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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