+322.4%
BNY vs SWK
+26.9%
+295.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +1.2% | +11.3% | -10.1% | -2.9% |
| 30D | +6.4% | +31.5% | -25.1% | -4.1% |
| 3M | -4.8% | +14.4% | -19.2% | -9.9% |
| 6M | +16.8% | +46.4% | -29.6% | -0.1% |
| YTD | +32.5% | +61.6% | -29.1% | +7.9% |
| 1Y | +38.6% | +78.7% | -40.1% | +8.3% |
| 3Y | +254.3% | +54.4% | +199.9% | +176.2% |
| 5Y | +192.4% | -25.3% | +217.8% | +205.2% |
| 10Y | +322.4% | +22.4% | +300.0% | +230.4% |
| All | +322.4% | +26.9% | +295.5% | +230.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling