-47.6%
BMNR vs SCHG
+13.0%
-60.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | +0.7% |
| 7D | +0.2% | -1.0% | +1.3% | +3.7% |
| 30D | +39.9% | -1.3% | +41.2% | +46.5% |
| 3M | +51.5% | +5.4% | +46.1% | +28.5% |
| 6M | +18.9% | +14.4% | +4.5% | -21.3% |
| YTD | -7.8% | +8.0% | -15.8% | -23.2% |
| 1Y | -47.6% | +12.7% | -60.3% | -60.3% |
| All | -47.6% | +13.0% | -60.6% | -60.3% |
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