-47.6%
BMNR vs SCHW
+17.7%
-65.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +0.2% | -1.9% | +2.1% | +2.0% |
| 30D | +39.9% | -1.6% | +41.5% | +41.8% |
| 3M | +51.5% | +21.3% | +30.2% | +23.4% |
| 6M | +18.9% | +16.5% | +2.4% | -3.1% |
| YTD | -7.8% | +8.4% | -16.2% | -15.7% |
| 1Y | -47.6% | +15.6% | -63.2% | -57.4% |
| All | -47.6% | +17.7% | -65.3% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling