+126.9%
BMNR vs SWK
+82.4%
+44.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | -6.3% | -1.4% | -4.9% | -5.7% |
| 30D | -21.0% | +25.5% | -46.4% | -29.7% |
| 3M | -3.9% | +11.8% | -15.7% | -9.3% |
| 6M | -17.0% | +48.7% | -65.7% | -33.2% |
| YTD | -35.2% | +57.2% | -92.4% | -50.8% |
| 1Y | -51.9% | +75.3% | -127.2% | -66.1% |
| All | +126.9% | +82.4% | +44.5% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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