+8,031.7%
BNY vs SWK
+1,275.2%
+6,756.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.4% | -0.4% | +1.9% | +1.6% |
| 30D | +3.8% | -5.7% | +9.6% | +6.6% |
| 3M | +14.9% | +24.1% | -9.2% | +2.4% |
| 6M | +40.3% | +24.7% | +15.6% | +23.4% |
| YTD | +43.9% | +33.9% | +9.9% | +21.5% |
| 1Y | +59.0% | +34.7% | +24.3% | +32.4% |
| 3Y | +290.7% | +15.3% | +275.5% | +226.8% |
| 5Y | +250.4% | -39.3% | +289.7% | +285.5% |
| 10Y | +411.2% | +2.5% | +408.7% | +289.8% |
| All | +8,031.7% | +1,275.2% | +6,756.5% | +1,453.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling