-5.9%
SWKS vs BTSG
+493.4%
-499.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +9.4% | +6.0% | +3.4% | +8.2% |
| 30D | +17.0% | +12.4% | +4.6% | +14.2% |
| 3M | +28.9% | +18.2% | +10.7% | +24.0% |
| 6M | +33.1% | +26.0% | +7.1% | +25.5% |
| YTD | +44.8% | +90.1% | -45.4% | +23.2% |
| 1Y | +36.2% | +124.3% | -88.1% | +11.3% |
| All | -5.9% | +493.4% | -499.3% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling