+28.1%
SW vs BTG
+24.4%
+3.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.7% | -4.6% | +2.5% |
| 7D | +12.1% | -0.2% | +12.2% | +11.9% |
| 30D | +6.6% | -0.8% | +7.3% | +6.3% |
| 3M | -6.0% | +31.8% | -37.9% | -11.9% |
| 6M | +21.5% | +20.4% | +1.0% | +15.5% |
| YTD | +20.3% | +14.7% | +5.6% | +13.3% |
| 1Y | +28.1% | +29.4% | -1.2% | +16.7% |
| All | +28.1% | +24.4% | +3.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling