+487.3%
ZS vs SWK
-6.2%
+493.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -13.7% | -2.3% | -11.4% | -13.0% |
| 30D | -14.2% | +30.4% | -44.6% | -20.7% |
| 3M | +8.5% | +12.1% | -3.6% | +4.5% |
| 6M | +30.2% | +49.1% | -18.9% | +14.5% |
| YTD | -13.8% | +60.4% | -74.3% | -27.0% |
| 1Y | -41.5% | +78.3% | -119.8% | -52.2% |
| 3Y | +10.7% | +53.3% | -42.6% | -9.0% |
| 5Y | -43.6% | -27.0% | -16.6% | -45.1% |
| All | +487.3% | -6.2% | +493.5% | +421.7% |
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