-40.8%
BMNR vs SAP
-19.8%
-21.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.2% |
| 7D | +4.9% | -2.9% | +7.8% | +6.4% |
| 30D | +35.5% | +9.0% | +26.5% | +31.4% |
| 3M | +39.6% | +14.9% | +24.6% | +34.6% |
| 6M | +18.2% | +11.9% | +6.3% | +16.1% |
| YTD | -8.0% | -9.9% | +1.9% | +5.2% |
| 1Y | -40.8% | -19.5% | -21.3% | -19.5% |
| All | -40.8% | -19.8% | -21.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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