+499.0%
ZS vs SWK
-6.8%
+505.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -16.9% | +11.0% | -27.9% | -19.6% |
| 30D | -7.4% | +30.1% | -37.5% | -14.4% |
| 3M | +21.6% | +14.7% | +6.9% | +16.3% |
| 6M | +42.4% | +44.5% | -2.1% | +26.4% |
| YTD | -12.1% | +59.4% | -71.5% | -25.4% |
| 1Y | -37.8% | +77.5% | -115.4% | -49.1% |
| 3Y | +20.9% | +49.5% | -28.5% | +0.2% |
| 5Y | -41.6% | -24.9% | -16.7% | -43.5% |
| All | +499.0% | -6.8% | +505.8% | +433.2% |
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 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