+223.1%
BMNR vs SCHG
+25.7%
+197.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.6% | -0.6% |
| 7D | +0.2% | -1.0% | +1.3% | +5.2% |
| 30D | +39.9% | -1.3% | +41.2% | +49.1% |
| 3M | +51.5% | +5.4% | +46.1% | +15.9% |
| 6M | +18.9% | +14.4% | +4.5% | -42.0% |
| YTD | -7.8% | +8.0% | -15.8% | -32.5% |
| 1Y | -47.6% | +12.7% | -60.3% | -78.2% |
| All | +223.1% | +25.7% | +197.3% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling