+27.1%
SW vs BTG
+42.0%
-14.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | +2.3% | +17.4% | -15.1% | -0.6% |
| 30D | +6.8% | +8.0% | -1.2% | +4.9% |
| 3M | -5.2% | +32.5% | -37.7% | -11.1% |
| 6M | +7.4% | +21.6% | -14.2% | +1.9% |
| YTD | +17.4% | +21.2% | -3.8% | +9.6% |
| 1Y | +27.1% | +43.9% | -16.8% | +12.7% |
| All | +27.1% | +42.0% | -14.9% | +12.7% |
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