+74.2%
ZTS vs SWKS
+33.1%
+41.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.6% |
| 7D | -0.4% | -6.2% | +5.8% | +1.1% |
| 30D | +11.7% | -1.5% | +13.2% | +11.8% |
| 3M | +3.5% | +23.0% | -19.5% | -3.5% |
| 6M | -27.6% | +27.6% | -55.2% | -34.4% |
| YTD | -35.5% | +32.3% | -67.8% | -42.7% |
| 1Y | -32.1% | +20.1% | -52.2% | -38.0% |
| 3Y | -49.1% | +0.6% | -49.7% | -53.8% |
| 5Y | -61.0% | -42.3% | -18.7% | -59.1% |
| All | +74.2% | +33.1% | +41.1% | +32.2% |
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