+25.2%
BTDR vs SWK
-38.7%
+63.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.1% | +3.5% |
| 7D | +20.0% | -0.4% | +20.4% | +20.2% |
| 30D | +11.9% | -5.7% | +17.7% | +15.1% |
| 3M | -36.9% | +24.1% | -61.0% | -42.6% |
| 6M | +56.5% | +24.7% | +31.8% | +41.9% |
| YTD | +10.4% | +33.9% | -23.5% | -3.4% |
| 1Y | +3.1% | +34.7% | -31.6% | -10.3% |
| 3Y | -2.6% | +15.3% | -17.9% | -15.1% |
| All | +25.2% | -38.7% | +63.9% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling