+148.3%
BMNR vs SWK
+86.2%
+62.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.8% |
| 7D | -11.5% | -2.3% | -9.2% | -10.3% |
| 30D | -19.3% | +30.4% | -49.7% | -29.6% |
| 3M | +6.4% | +12.1% | -5.8% | +0.2% |
| 6M | -16.4% | +49.1% | -65.5% | -32.8% |
| YTD | -29.1% | +60.4% | -89.6% | -46.7% |
| 1Y | -51.4% | +78.3% | -129.7% | -65.9% |
| All | +148.3% | +86.2% | +62.1% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling