-22.6%
SWKS vs BTSG
+406.1%
-428.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.7% | +3.8% |
| 7D | +12.5% | +2.7% | +9.8% | +11.8% |
| 30D | +10.5% | -3.6% | +14.1% | +11.3% |
| 3M | -7.4% | +5.8% | -13.2% | -9.1% |
| 6M | +32.7% | +44.7% | -12.1% | +20.6% |
| YTD | +19.2% | +62.2% | -43.0% | +5.2% |
| 1Y | +2.4% | +152.1% | -149.7% | -19.1% |
| All | -22.6% | +406.1% | -428.6% | -48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling