+124.2%
BTI vs SWK
+21.9%
+102.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -3.0% | -2.3% | -0.8% | -2.6% |
| 30D | +9.8% | +30.4% | -20.7% | +4.0% |
| 3M | +9.2% | +12.1% | -3.0% | +6.5% |
| 6M | +4.0% | +49.1% | -45.0% | -4.4% |
| YTD | +12.7% | +60.4% | -47.8% | +1.4% |
| 1Y | +15.9% | +78.3% | -62.4% | +2.0% |
| 3Y | +148.9% | +53.3% | +95.6% | +117.8% |
| 5Y | +152.8% | -27.0% | +179.7% | +165.0% |
| 10Y | +124.2% | +20.8% | +103.4% | +88.0% |
| All | +124.2% | +21.9% | +102.4% | +88.0% |
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 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