+212.3%
BMNR vs SPG
+35.8%
+176.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -8.5% | -2.2% | -6.3% | -7.5% |
| 30D | +33.8% | -5.8% | +39.5% | +37.5% |
| 3M | +54.7% | -2.8% | +57.5% | +54.7% |
| 6M | +16.7% | +8.9% | +7.9% | +5.9% |
| YTD | -10.9% | +14.3% | -25.1% | -22.3% |
| 1Y | -46.9% | +19.5% | -66.4% | -57.2% |
| All | +212.3% | +35.8% | +176.5% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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