+220.3%
ZETA vs SWK
-25.4%
+245.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.6% | -4.7% | -6.0% |
| 7D | -10.0% | +11.3% | -21.2% | -14.9% |
| 30D | -10.6% | +28.1% | -38.7% | -21.3% |
| 3M | +8.9% | +12.6% | -3.7% | +1.9% |
| 6M | +65.1% | +51.7% | +13.4% | +31.2% |
| YTD | +44.8% | +60.0% | -15.1% | +10.5% |
| 1Y | +47.8% | +72.7% | -24.9% | +8.3% |
| 3Y | +248.8% | +46.3% | +202.4% | +166.3% |
| 5Y | +220.3% | -24.6% | +244.9% | +219.4% |
| All | +220.3% | -25.4% | +245.8% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling