-50.2%
SWKS vs BTDR
-33.9%
-16.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | 0.0% |
| 7D | -2.7% | +7.1% | -9.9% | -3.5% |
| 30D | +8.5% | -31.4% | +39.8% | +11.1% |
| 3M | +17.3% | -39.2% | +56.5% | +20.4% |
| 6M | +25.1% | -50.9% | +76.0% | +29.6% |
| YTD | +33.3% | -41.0% | +74.4% | +34.3% |
| 1Y | +22.9% | -69.9% | +92.8% | +29.5% |
| 3Y | +5.5% | +87.3% | -81.7% | -5.2% |
| 5Y | -41.9% | -33.6% | -8.3% | -48.4% |
| All | -50.2% | -33.9% | -16.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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