-92.2%
BMNG vs SPY
+13.7%
-106.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.4% | -10.8% | -8.2% |
| 7D | +6.0% | +0.1% | +5.9% | +7.4% |
| 30D | +67.4% | +0.1% | +67.4% | +70.0% |
| 3M | +49.6% | +2.0% | +47.6% | +38.3% |
| 6M | -12.4% | +13.0% | -25.4% | -61.8% |
| YTD | -58.4% | +13.5% | -71.9% | -81.3% |
| All | -92.2% | +13.7% | -106.0% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling