-2.9%
BTDR vs SWK
+15.2%
-18.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.3% |
| 7D | +20.0% | -0.4% | +20.4% | +20.3% |
| 30D | +11.9% | -5.7% | +17.7% | +17.2% |
| 3M | -36.9% | +24.1% | -61.0% | -46.4% |
| 6M | +56.5% | +24.7% | +31.8% | +32.1% |
| YTD | +10.4% | +33.9% | -23.5% | -13.0% |
| 1Y | +3.1% | +34.7% | -31.6% | -19.9% |
| All | -2.9% | +15.2% | -18.1% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling