+60.5%
SWKS vs BNY
+416.3%
-355.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | +19.4% | -1.3% | +20.7% | +20.3% |
| 30D | +26.8% | -0.2% | +27.0% | +26.7% |
| 3M | +21.5% | +14.9% | +6.5% | +10.9% |
| 6M | +61.0% | +40.0% | +21.0% | +30.1% |
| YTD | +42.2% | +42.0% | +0.3% | +13.6% |
| 1Y | +22.1% | +56.9% | -34.7% | -8.3% |
| 3Y | -0.9% | +289.9% | -290.7% | -56.8% |
| 5Y | -42.6% | +259.2% | -301.8% | -74.3% |
| All | +60.5% | +416.3% | -355.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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