-40.8%
BMNR vs SIMO
+226.2%
-267.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +8.7% | -14.3% | -7.3% |
| 7D | +4.9% | +4.2% | +0.7% | +3.9% |
| 30D | +35.5% | +4.1% | +31.4% | +33.3% |
| 3M | +39.6% | -12.9% | +52.5% | +40.0% |
| 6M | +18.2% | +110.3% | -92.1% | -14.2% |
| YTD | -8.0% | +178.6% | -186.6% | -49.4% |
| 1Y | -40.8% | +220.0% | -260.8% | -68.4% |
| All | -40.8% | +226.2% | -267.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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