+755.0%
SW vs BTI
+320.4%
+434.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | -5.1% | -1.4% | -3.7% | -4.9% |
| 30D | -4.6% | -6.6% | +2.0% | -3.7% |
| 3M | +9.4% | -3.0% | +12.4% | +9.8% |
| 6M | +3.5% | -6.7% | +10.2% | +4.3% |
| YTD | +22.0% | +0.6% | +21.5% | +21.7% |
| 1Y | +2.2% | +5.6% | -3.4% | +1.3% |
| 3Y | +19.6% | +110.3% | -90.7% | +7.2% |
| 5Y | -2.3% | +114.3% | -116.6% | -13.3% |
| 10Y | +181.4% | +67.7% | +113.7% | +147.6% |
| All | +755.0% | +320.4% | +434.6% | +621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 all: compounded portfolio wealth divided by compounded BTI 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…
all analysis · Full analysis span regression · 6 months rolling