-39.9%
BTDR vs SWK
-31.5%
-8.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.4% | +13.6% | +13.4% |
| 7D | -10.4% | +11.0% | -21.4% | -14.9% |
| 30D | -42.2% | +30.1% | -72.2% | -49.0% |
| 3M | -42.8% | +14.7% | -57.5% | -46.6% |
| 6M | -60.2% | +44.5% | -104.7% | -66.4% |
| YTD | -46.3% | +59.4% | -105.7% | -56.9% |
| 1Y | -71.7% | +77.5% | -149.2% | -78.2% |
| 3Y | +54.6% | +49.5% | +5.2% | +24.0% |
| 5Y | -39.5% | -24.9% | -14.7% | -52.4% |
| All | -39.9% | -31.5% | -8.4% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling