-54.1%
BMNR vs SHAK
-26.3%
-27.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.4% | -11.5% |
| 7D | -12.3% | -1.0% | -11.3% | -12.0% |
| 30D | -27.5% | +8.1% | -35.5% | -29.1% |
| 3M | +3.1% | -6.1% | +9.2% | +4.3% |
| 6M | -17.7% | -27.7% | +10.0% | -11.7% |
| YTD | -30.0% | -14.0% | -16.0% | -27.9% |
| 1Y | -54.1% | -27.1% | -27.0% | -46.4% |
| All | -54.1% | -26.3% | -27.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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