+26.7%
BTDR vs SWK
-44.5%
+71.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.6% | +6.0% | +4.0% |
| 7D | +22.4% | -0.7% | +23.2% | +22.7% |
| 30D | +16.5% | -9.7% | +26.2% | +21.9% |
| 3M | -31.5% | +19.5% | -50.9% | -36.7% |
| 6M | +74.0% | +26.0% | +48.0% | +57.2% |
| YTD | +13.0% | +29.1% | -16.0% | +0.6% |
| 1Y | -0.2% | +23.7% | -23.9% | -10.0% |
| 3Y | +9.9% | +15.3% | -5.4% | -2.7% |
| 5Y | +28.1% | -40.6% | +68.7% | +11.4% |
| All | +26.7% | -44.5% | +71.2% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling