-47.6%
BMNR vs SIMO
+239.1%
-286.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.2% | -3.8% | +2.1% |
| 7D | +0.2% | +11.0% | -10.8% | -1.8% |
| 30D | +39.9% | +17.9% | +22.0% | +34.8% |
| 3M | +51.5% | +3.9% | +47.6% | +46.4% |
| 6M | +18.9% | +131.0% | -112.1% | -14.5% |
| YTD | -7.8% | +209.3% | -217.1% | -50.0% |
| 1Y | -47.6% | +223.8% | -271.4% | -72.3% |
| All | -47.6% | +239.1% | -286.7% | -72.3% |
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