+212.3%
BMNR vs SWKS
+22.5%
+189.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.8% | -9.8% | -5.1% |
| 7D | -8.5% | +17.5% | -26.0% | -16.5% |
| 30D | +33.8% | +23.0% | +10.8% | +18.6% |
| 3M | +54.7% | +19.5% | +35.2% | +39.5% |
| 6M | +16.7% | +54.3% | -37.6% | -17.5% |
| YTD | -10.9% | +35.3% | -46.1% | -29.1% |
| 1Y | -46.9% | +17.9% | -64.8% | -47.7% |
| All | +212.3% | +22.5% | +189.8% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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