+730.4%
SW vs BTI
+379.2%
+351.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +3.3% | +1.4% | +4.2% |
| 30D | +5.0% | +19.0% | -14.0% | +2.5% |
| 3M | -7.3% | +6.4% | -13.8% | -8.1% |
| 6M | +15.0% | +7.7% | +7.3% | +13.6% |
| YTD | +18.5% | +14.6% | +3.9% | +16.1% |
| 1Y | +27.1% | +22.0% | +5.1% | +23.6% |
| 3Y | +49.3% | +148.4% | -99.1% | +30.9% |
| 5Y | -1.6% | +161.3% | -162.9% | -15.0% |
| 10Y | +185.4% | +119.5% | +65.9% | +144.1% |
| All | +730.4% | +379.2% | +351.2% | +588.6% |
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