+252.1%
BNY vs SWK
-38.5%
+290.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.4% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +3.3% | -8.9% | +12.2% | +5.9% |
| 3M | +15.3% | +20.5% | -5.2% | +8.8% |
| 6M | +42.5% | +27.1% | +15.3% | +31.6% |
| YTD | +42.0% | +30.2% | +11.8% | +29.9% |
| 1Y | +59.3% | +24.8% | +34.5% | +46.9% |
| 3Y | +291.2% | +16.3% | +274.9% | +253.8% |
| 5Y | +252.1% | -40.1% | +292.2% | +320.8% |
| All | +252.1% | -38.5% | +290.5% | +320.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling