-12.3%
BMNG vs SPY
+15.0%
-27.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -2.2% |
| 7D | +7.3% | -0.4% | +7.7% | +11.5% |
| 30D | +63.2% | -1.4% | +64.6% | +80.6% |
| 3M | +76.7% | +3.7% | +73.0% | +47.5% |
| 6M | -12.3% | +13.0% | -25.3% | -50.0% |
| All | -12.3% | +15.0% | -27.3% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling