+252.6%
ZETA vs SWK
-43.9%
+296.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.5% |
| 7D | +2.7% | -0.4% | +3.1% | +2.7% |
| 30D | +15.8% | -5.7% | +21.5% | +19.2% |
| 3M | +35.4% | +24.1% | +11.4% | +20.3% |
| 6M | +67.1% | +24.7% | +42.4% | +46.4% |
| YTD | +54.1% | +33.9% | +20.1% | +29.6% |
| 1Y | +67.8% | +34.7% | +33.1% | +40.9% |
| 3Y | +311.4% | +15.3% | +296.1% | +256.9% |
| 5Y | +324.8% | -39.3% | +364.1% | +350.2% |
| All | +252.6% | -43.9% | +296.5% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling