+87.8%
ZTS vs SWKS
+49.3%
+38.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.6% | +9.4% | -3.9% | +3.2% |
| 30D | +12.1% | +17.0% | -4.9% | +7.6% |
| 3M | +11.3% | +28.9% | -17.7% | +2.8% |
| 6M | +14.3% | +33.1% | -18.8% | +3.0% |
| YTD | -31.9% | +44.8% | -76.7% | -40.9% |
| 1Y | -29.3% | +36.2% | -65.5% | -37.6% |
| 3Y | -48.0% | +11.5% | -59.5% | -54.1% |
| 5Y | -58.9% | -37.1% | -21.8% | -57.8% |
| All | +87.8% | +49.3% | +38.5% | +38.4% |
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