+222.3%
BMNR vs SWK
+55.5%
+166.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.1% |
| 7D | +4.9% | -0.4% | +5.4% | +5.1% |
| 30D | +35.5% | -5.7% | +41.2% | +39.6% |
| 3M | +39.6% | +24.1% | +15.5% | +23.4% |
| 6M | +18.2% | +24.7% | -6.5% | +3.9% |
| YTD | -8.0% | +33.9% | -42.0% | -24.0% |
| 1Y | -40.8% | +34.7% | -75.5% | -50.2% |
| All | +222.3% | +55.5% | +166.8% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling