+223.1%
BMNR vs SCHW
+24.3%
+198.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.6% |
| 7D | +0.2% | -1.9% | +2.1% | +4.2% |
| 30D | +39.9% | -1.6% | +41.5% | +43.7% |
| 3M | +51.5% | +21.3% | +30.2% | -7.7% |
| 6M | +18.9% | +16.5% | +2.4% | -29.6% |
| YTD | -7.8% | +8.4% | -16.2% | -35.3% |
| 1Y | -47.6% | +15.6% | -63.2% | -76.3% |
| All | +223.1% | +24.3% | +198.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling