+212.5%
BMNR vs SNAP
-37.4%
+249.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.4% |
| 7D | +5.0% | -5.0% | +10.0% | +7.3% |
| 30D | +33.8% | -0.7% | +34.5% | +33.9% |
| 3M | +49.4% | -5.0% | +54.5% | +50.9% |
| 6M | +17.0% | +3.5% | +13.4% | +12.9% |
| YTD | -10.8% | -34.2% | +23.4% | -0.7% |
| 1Y | -45.7% | -27.1% | -18.6% | -35.2% |
| All | +212.5% | -37.4% | +249.9% | +411.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling