+412.8%
BNY vs SWK
-0.7%
+413.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | +0.3% | -4.6% | +4.8% | +2.0% |
| 30D | +1.9% | -9.9% | +11.8% | +5.8% |
| 3M | +13.9% | +15.4% | -1.5% | +6.9% |
| 6M | +42.3% | +25.0% | +17.3% | +28.6% |
| YTD | +41.8% | +27.2% | +14.6% | +26.7% |
| 1Y | +57.9% | +24.6% | +33.4% | +41.3% |
| 3Y | +290.7% | +13.7% | +277.1% | +242.9% |
| 5Y | +252.3% | -41.5% | +293.8% | +303.9% |
| 10Y | +412.8% | +0.7% | +412.1% | +322.1% |
| All | +412.8% | -0.7% | +413.5% | +322.1% |
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 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