+157.0%
BTI vs SWK
-25.5%
+182.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | -1.0% | +11.0% | -12.1% | -2.1% |
| 30D | +13.0% | +30.1% | -17.1% | +10.1% |
| 3M | +5.3% | +14.7% | -9.3% | +3.8% |
| 6M | +5.3% | +44.5% | -39.2% | +1.5% |
| YTD | +12.4% | +59.4% | -47.0% | +7.1% |
| 1Y | +18.9% | +77.5% | -58.6% | +12.2% |
| 3Y | +144.0% | +49.5% | +94.6% | +130.8% |
| All | +157.0% | -25.5% | +182.5% | +173.8% |
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