-40.8%
BMNR vs SHW
-7.8%
-33.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.9% | -3.2% | +8.1% | +5.9% |
| 30D | +35.5% | -9.5% | +45.0% | +39.1% |
| 3M | +39.6% | +11.5% | +28.1% | +35.5% |
| 6M | +18.2% | -3.5% | +21.8% | +15.1% |
| YTD | -8.0% | +3.7% | -11.8% | -9.1% |
| 1Y | -40.8% | -7.9% | -32.9% | -43.2% |
| All | -40.8% | -7.8% | -33.0% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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