+42.3%
SWKS vs BTG
+147.2%
-104.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.1% | +1.3% |
| 7D | +6.8% | +2.4% | +4.4% | +6.4% |
| 30D | +11.3% | +9.5% | +1.8% | +9.8% |
| 3M | +4.1% | +38.5% | -34.4% | -0.7% |
| 6M | +39.7% | +5.6% | +34.0% | +37.2% |
| YTD | +23.2% | +23.9% | -0.7% | +18.1% |
| 1Y | +5.3% | +32.1% | -26.9% | -0.3% |
| 3Y | -15.1% | +103.2% | -118.3% | -25.1% |
| 5Y | -50.3% | +79.7% | -130.0% | -56.1% |
| 10Y | +42.3% | +159.1% | -116.8% | +28.4% |
| All | +42.3% | +147.2% | -104.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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