+262.5%
ZETA vs SWK
+46.5%
+216.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -6.1% |
| 7D | -10.0% | +11.3% | -21.2% | -14.6% |
| 30D | -10.6% | +28.1% | -38.7% | -20.7% |
| 3M | +8.9% | +12.6% | -3.7% | +2.4% |
| 6M | +65.1% | +51.7% | +13.4% | +32.5% |
| YTD | +44.8% | +60.0% | -15.1% | +11.7% |
| 1Y | +47.8% | +72.7% | -24.9% | +9.3% |
| All | +262.5% | +46.5% | +216.0% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling