+560.2%
BTSG vs SWK
+36.0%
+524.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +4.0% | -2.3% | +6.3% | +4.7% |
| 30D | +15.3% | +30.4% | -15.2% | +6.5% |
| 3M | +25.4% | +12.1% | +13.3% | +21.0% |
| 6M | +31.9% | +49.1% | -17.2% | +17.2% |
| YTD | +93.9% | +60.4% | +33.5% | +67.3% |
| 1Y | +114.2% | +78.3% | +35.8% | +79.0% |
| All | +560.2% | +36.0% | +524.2% | +454.7% |
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