+212.3%
BMNR vs SHW
-11.6%
+224.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -8.5% | -4.5% | -4.0% | -8.6% |
| 30D | +33.8% | -12.7% | +46.5% | +33.0% |
| 3M | +54.7% | +4.7% | +50.0% | +57.5% |
| 6M | +16.7% | -3.4% | +20.2% | +16.1% |
| YTD | -10.9% | -1.3% | -9.5% | -8.2% |
| 1Y | -46.9% | -10.4% | -36.6% | -50.3% |
| All | +212.3% | -11.6% | +224.0% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling