+0.6%
SWKS vs BTDR
+47.8%
-47.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +13.3% | -12.1% | 0.0% |
| 7D | -6.2% | -10.4% | +4.2% | -5.5% |
| 30D | -1.5% | -42.2% | +40.7% | +3.1% |
| 3M | +23.0% | -42.8% | +65.8% | +27.7% |
| 6M | +27.6% | -60.2% | +87.8% | +35.8% |
| YTD | +32.3% | -46.3% | +78.7% | +34.5% |
| 1Y | +20.1% | -71.7% | +91.8% | +29.0% |
| 3Y | +0.6% | +54.6% | -54.0% | -16.8% |
| All | +0.6% | +47.8% | -47.1% | -16.8% |
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