+184.4%
SW vs BTG
+144.7%
+39.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.8% |
| 7D | +2.2% | +13.0% | -10.8% | +1.4% |
| 30D | +7.4% | +1.1% | +6.3% | +7.2% |
| 3M | -5.9% | +5.3% | -11.3% | -6.4% |
| 6M | +9.0% | +1.1% | +7.9% | +8.2% |
| YTD | +18.1% | +19.2% | -1.1% | +16.1% |
| 1Y | +28.7% | +31.5% | -2.8% | +26.0% |
| 3Y | +48.8% | +94.3% | -45.5% | +42.5% |
| 5Y | +2.5% | +41.8% | -39.3% | -2.0% |
| 10Y | +184.4% | +162.9% | +21.5% | +167.5% |
| All | +184.4% | +144.7% | +39.7% | +167.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling