-37.0%
SWKS vs BTI
+151.5%
-188.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +10.9% | -3.2% | +14.1% | +11.2% |
| 30D | +17.6% | +9.7% | +7.9% | +16.2% |
| 3M | +29.2% | +11.1% | +18.1% | +27.4% |
| 6M | +37.0% | -1.2% | +38.2% | +37.2% |
| YTD | +44.9% | +12.7% | +32.3% | +41.1% |
| 1Y | +33.8% | +15.8% | +18.0% | +29.6% |
| 3Y | +10.2% | +148.9% | -138.7% | -14.0% |
| 5Y | -37.0% | +151.9% | -188.9% | -48.4% |
| All | -37.0% | +151.5% | -188.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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