+24.7%
ZS vs SWK
+46.5%
-21.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.6% | -6.6% | -8.8% |
| 7D | -17.7% | +11.3% | -29.0% | -19.2% |
| 30D | -3.9% | +28.1% | -32.0% | -7.8% |
| 3M | +26.1% | +12.6% | +13.5% | +23.6% |
| 6M | +44.2% | +51.7% | -7.5% | +33.7% |
| YTD | -9.4% | +60.0% | -69.3% | -17.5% |
| 1Y | -37.1% | +72.7% | -109.7% | -43.9% |
| All | +24.7% | +46.5% | -21.8% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling