+223.1%
BMNR vs SHAK
-49.9%
+273.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.3% | +1.5% |
| 7D | +0.2% | -8.3% | +8.5% | +5.4% |
| 30D | +39.9% | -12.6% | +52.6% | +51.5% |
| 3M | +51.5% | +9.1% | +42.4% | +40.6% |
| 6M | +18.9% | -31.2% | +50.2% | +42.8% |
| YTD | -7.8% | -21.6% | +13.8% | -10.8% |
| 1Y | -47.6% | -38.8% | -8.8% | -20.0% |
| All | +223.1% | -49.9% | +273.0% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling