+202.4%
ZETA vs SWK
-25.5%
+227.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | -0.4% | +11.0% | -11.5% | -5.8% |
| 30D | -8.0% | +30.1% | -38.1% | -19.6% |
| 3M | +21.4% | +14.7% | +6.7% | +12.6% |
| 6M | +80.1% | +44.5% | +35.6% | +47.1% |
| YTD | +52.5% | +59.4% | -6.9% | +16.6% |
| 1Y | +58.5% | +77.5% | -19.0% | +14.5% |
| 3Y | +281.7% | +49.5% | +232.2% | +188.2% |
| All | +202.4% | -25.5% | +227.9% | +198.2% |
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