+78.9%
ZTS vs SWKS
+43.2%
+35.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.0% | -5.8% | -1.3% |
| 7D | -7.4% | +5.7% | -13.1% | -8.7% |
| 30D | +9.9% | +17.3% | -7.4% | +5.4% |
| 3M | +10.3% | +28.3% | -17.9% | +2.1% |
| 6M | +9.2% | +26.1% | -16.9% | -0.3% |
| YTD | -32.9% | +41.1% | -74.0% | -41.4% |
| 1Y | -29.7% | +31.4% | -61.1% | -37.4% |
| 3Y | -49.0% | +7.3% | -56.3% | -54.4% |
| 5Y | -59.3% | -37.7% | -21.6% | -58.2% |
| 10Y | +78.9% | +46.0% | +32.9% | +32.4% |
| All | +78.9% | +43.2% | +35.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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