+254.3%
BNY vs SWK
+54.4%
+199.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +1.2% | +11.3% | -10.1% | -1.0% |
| 30D | +6.4% | +31.5% | -25.1% | +0.5% |
| 3M | -4.8% | +14.4% | -19.2% | -7.6% |
| 6M | +16.8% | +46.4% | -29.6% | +7.2% |
| YTD | +32.5% | +61.6% | -29.1% | +18.3% |
| 1Y | +38.6% | +78.7% | -40.1% | +20.9% |
| 3Y | +254.3% | +54.4% | +199.9% | +206.0% |
| All | +254.3% | +54.4% | +199.9% | +206.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling