+26.7%
BTDR vs SWK
-44.0%
+70.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.8% | +5.2% | +3.6% |
| 7D | +22.4% | +0.1% | +22.3% | +22.3% |
| 30D | +16.5% | -8.9% | +25.4% | +21.5% |
| 3M | -31.5% | +20.5% | -52.0% | -36.9% |
| 6M | +74.0% | +27.1% | +46.9% | +56.6% |
| YTD | +13.0% | +30.2% | -17.2% | +0.2% |
| 1Y | -0.2% | +24.8% | -25.0% | -10.3% |
| 3Y | +9.9% | +16.3% | -6.4% | -3.0% |
| 5Y | +28.1% | -40.1% | +68.2% | +11.0% |
| All | +26.7% | -44.0% | +70.7% | +9.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling