+212.5%
BMNR vs SWK
+47.7%
+164.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.1% |
| 7D | +5.0% | -4.6% | +9.5% | +7.5% |
| 30D | +33.8% | -9.9% | +43.7% | +41.1% |
| 3M | +49.4% | +15.4% | +34.0% | +37.3% |
| 6M | +17.0% | +25.0% | -8.0% | +1.8% |
| YTD | -10.8% | +27.2% | -38.1% | -24.3% |
| 1Y | -45.7% | +24.6% | -70.3% | -52.9% |
| All | +212.5% | +47.7% | +164.8% | +228.9% |
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 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