-14.0%
SWKS vs BTSG
+459.6%
-473.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -6.2% | +0.4% | -6.5% | -6.3% |
| 30D | -1.5% | +5.3% | -6.7% | -2.6% |
| 3M | +23.0% | +10.8% | +12.2% | +19.8% |
| 6M | +27.6% | +27.3% | +0.3% | +19.9% |
| YTD | +32.3% | +79.3% | -47.0% | +13.9% |
| 1Y | +20.1% | +106.0% | -85.9% | -0.2% |
| All | -14.0% | +459.6% | -473.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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