+222.3%
BMNR vs SWKS
+7.9%
+214.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.1% | -7.5% |
| 7D | +4.9% | +12.5% | -7.6% | -2.3% |
| 30D | +35.5% | +10.5% | +25.0% | +27.4% |
| 3M | +39.6% | -7.4% | +47.0% | +45.7% |
| 6M | +18.2% | +32.7% | -14.4% | -8.0% |
| YTD | -8.0% | +19.2% | -27.2% | -21.4% |
| 1Y | -40.8% | +2.4% | -43.2% | -36.3% |
| All | +222.3% | +7.9% | +214.4% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling