+503.2%
ZS vs SWK
-4.2%
+507.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -11.1% | +10.7% | -21.7% | -13.8% |
| 30D | -14.8% | +33.3% | -48.2% | -21.8% |
| 3M | +18.0% | +14.7% | +3.3% | +12.9% |
| 6M | +30.8% | +48.5% | -17.7% | +15.3% |
| YTD | -11.5% | +63.9% | -75.4% | -25.4% |
| 1Y | -37.8% | +80.4% | -118.2% | -49.3% |
| 3Y | +16.6% | +58.1% | -41.5% | -5.1% |
| 5Y | -43.6% | -24.5% | -19.1% | -45.5% |
| All | +503.2% | -4.2% | +507.3% | +432.6% |
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