-92.7%
BMNG vs SPY
+11.9%
-104.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +5.0% |
| 7D | -16.1% | -2.0% | -14.1% | -1.8% |
| 30D | +65.1% | -1.7% | +66.8% | +91.2% |
| 3M | +91.5% | +4.7% | +86.7% | +35.1% |
| 6M | -12.0% | +12.5% | -24.5% | -62.4% |
| YTD | -60.7% | +11.7% | -72.4% | -80.0% |
| All | -92.7% | +11.9% | -104.6% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling