-43.6%
SWKS vs BTG
+47.1%
-90.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | -6.2% | +17.4% | -23.5% | -8.8% |
| 30D | -1.5% | +8.0% | -9.5% | -3.1% |
| 3M | +23.0% | +32.5% | -9.5% | +16.1% |
| 6M | +27.6% | +21.6% | +6.0% | +21.7% |
| YTD | +32.3% | +21.2% | +11.1% | +24.5% |
| 1Y | +20.1% | +43.9% | -23.8% | +9.3% |
| 3Y | +0.6% | +78.6% | -77.9% | -15.0% |
| All | -43.6% | +47.1% | -90.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling