+223.1%
BMNR vs SM
+64.3%
+158.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.3% |
| 7D | +0.2% | +4.6% | -4.3% | +2.2% |
| 30D | +39.9% | +18.2% | +21.7% | +50.4% |
| 3M | +51.5% | +22.5% | +29.0% | +68.7% |
| 6M | +18.9% | +50.6% | -31.6% | +49.6% |
| YTD | -7.8% | +108.1% | -115.9% | +35.5% |
| 1Y | -47.6% | +46.0% | -93.6% | -52.5% |
| All | +223.1% | +64.3% | +158.7% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling