+11.5%
SWKS vs BTDR
+41.1%
-29.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | +0.7% |
| 7D | +9.4% | -6.9% | +16.3% | +9.9% |
| 30D | +17.0% | -31.5% | +48.5% | +20.3% |
| 3M | +28.9% | -36.1% | +65.0% | +32.3% |
| 6M | +33.1% | -57.6% | +90.8% | +40.6% |
| YTD | +44.8% | -50.0% | +94.8% | +47.9% |
| 1Y | +36.2% | -49.6% | +85.8% | +38.5% |
| 3Y | +11.5% | +48.5% | -37.1% | -3.0% |
| All | +11.5% | +41.1% | -29.6% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling