-47.6%
BMNR vs SNAP
-19.8%
-27.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.5% | +1.8% |
| 7D | +0.2% | +3.8% | -3.6% | -1.8% |
| 30D | +39.9% | +9.2% | +30.7% | +32.7% |
| 3M | +51.5% | +6.6% | +44.9% | +42.8% |
| 6M | +18.9% | +16.9% | +2.0% | +2.3% |
| YTD | -7.8% | -29.6% | +21.8% | +13.8% |
| 1Y | -47.6% | -22.1% | -25.5% | -34.6% |
| All | -47.6% | -19.8% | -27.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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