+11.5%
SWKS vs BTG
+82.1%
-70.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.4% | -9.1% | +18.5% | +10.9% |
| 30D | +17.0% | -1.6% | +18.6% | +16.8% |
| 3M | +28.9% | -2.8% | +31.7% | +28.6% |
| 6M | +33.1% | -7.6% | +40.7% | +32.5% |
| YTD | +44.8% | +10.2% | +34.6% | +38.3% |
| 1Y | +36.2% | +21.3% | +15.0% | +27.7% |
| 3Y | +11.5% | +82.7% | -71.2% | -4.2% |
| All | +11.5% | +82.1% | -70.6% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling