-53.0%
SWKS vs BTDR
+25.2%
-78.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +3.2% |
| 7D | +12.5% | +20.0% | -7.5% | +10.9% |
| 30D | +10.5% | +11.9% | -1.4% | +9.1% |
| 3M | -7.4% | -36.9% | +29.5% | -5.0% |
| 6M | +32.7% | +56.5% | -23.8% | +25.8% |
| YTD | +19.2% | +10.4% | +8.7% | +15.3% |
| 1Y | +2.4% | +3.1% | -0.7% | -1.6% |
| 3Y | -25.6% | -2.6% | -23.0% | -34.4% |
| All | -53.0% | +25.2% | -78.2% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling