+223.1%
BMNR vs SMTC
+333.4%
-110.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +2.0% |
| 7D | +0.2% | +13.1% | -12.8% | -3.5% |
| 30D | +39.9% | +19.5% | +20.5% | +31.2% |
| 3M | +51.5% | +2.2% | +49.3% | +46.7% |
| 6M | +18.9% | +94.9% | -76.0% | -9.3% |
| YTD | -7.8% | +127.0% | -134.8% | -32.1% |
| 1Y | -47.6% | +174.6% | -222.2% | -59.1% |
| All | +223.1% | +333.4% | -110.3% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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