+212.3%
BMNR vs SM
+64.7%
+147.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | +0.2% |
| 7D | -8.5% | +2.1% | -10.6% | -7.7% |
| 30D | +33.8% | +18.1% | +15.6% | +43.8% |
| 3M | +54.7% | +17.0% | +37.8% | +69.3% |
| 6M | +16.7% | +55.4% | -38.7% | +49.0% |
| YTD | -10.9% | +108.6% | -119.4% | +31.1% |
| 1Y | -46.9% | +45.7% | -92.6% | -52.2% |
| All | +212.3% | +64.7% | +147.7% | +289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling