+212.3%
BMNR vs SBAC
-18.8%
+231.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +2.8% |
| 7D | -8.5% | -5.3% | -3.2% | -3.4% |
| 30D | +33.8% | +0.4% | +33.4% | +33.5% |
| 3M | +54.7% | -11.9% | +66.6% | +75.3% |
| 6M | +16.7% | -4.5% | +21.2% | +23.5% |
| YTD | -10.9% | -4.3% | -6.5% | -14.9% |
| 1Y | -46.9% | -3.9% | -43.0% | -58.8% |
| All | +212.3% | -18.8% | +231.2% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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