-40.8%
BMNR vs SARO
-7.4%
-33.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -6.1% |
| 7D | +4.9% | -0.8% | +5.7% | +5.6% |
| 30D | +35.5% | -20.0% | +55.5% | +60.6% |
| 3M | +39.6% | -2.9% | +42.5% | +37.7% |
| 6M | +18.2% | -17.7% | +35.9% | +39.9% |
| YTD | -8.0% | -13.5% | +5.5% | +0.3% |
| 1Y | -40.8% | -9.7% | -31.1% | -39.7% |
| All | -40.8% | -7.4% | -33.4% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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