+223.1%
BMNR vs SFM
-57.4%
+280.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.7% | +3.0% |
| 7D | +0.2% | -10.6% | +10.9% | +6.7% |
| 30D | +39.9% | -15.5% | +55.4% | +53.0% |
| 3M | +51.5% | -17.4% | +68.9% | +66.7% |
| 6M | +18.9% | -3.4% | +22.3% | +10.3% |
| YTD | -7.8% | -8.7% | +0.9% | -9.5% |
| 1Y | -47.6% | -47.2% | -0.4% | +208.1% |
| All | +223.1% | -57.4% | +280.5% | +2,558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling