-54.1%
BMNR vs SCHG
+0.2%
-54.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -5.5% | -7.1% | +3.6% |
| 7D | -12.3% | -6.8% | -5.5% | +8.8% |
| 30D | -27.5% | -11.2% | -16.3% | +4.3% |
| 3M | +3.1% | -7.4% | +10.4% | +31.5% |
| 6M | -17.7% | -1.0% | -16.7% | -13.5% |
| YTD | -30.0% | +0.9% | -30.9% | -26.9% |
| 1Y | -54.1% | -0.2% | -54.0% | -48.4% |
| All | -54.1% | +0.2% | -54.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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