+510.5%
BTSG vs SWK
+35.1%
+475.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | +0.4% | +11.0% | -10.6% | -2.7% |
| 30D | +5.3% | +30.1% | -24.8% | -2.7% |
| 3M | +10.8% | +14.7% | -3.8% | +6.2% |
| 6M | +27.3% | +44.5% | -17.2% | +14.1% |
| YTD | +79.3% | +59.4% | +19.9% | +55.0% |
| 1Y | +106.0% | +77.5% | +28.5% | +72.4% |
| All | +510.5% | +35.1% | +475.4% | +413.9% |
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