-69.4%
BTDR vs SWK
+87.6%
-157.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +13.1% | -18.7% | -11.8% |
| 7D | -17.6% | +17.9% | -35.4% | -25.3% |
| 30D | -40.3% | +31.9% | -72.2% | -49.9% |
| 3M | -42.6% | +16.6% | -59.2% | -47.7% |
| 6M | -46.3% | +61.1% | -107.4% | -59.9% |
| YTD | -41.7% | +64.2% | -106.0% | -59.8% |
| 1Y | -69.4% | +85.2% | -154.6% | -81.8% |
| All | -69.4% | +87.6% | -157.0% | -81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling