+212.3%
BMNR vs SPOT
-25.9%
+238.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -8.5% | -6.9% | -1.7% | -7.8% |
| 30D | +33.8% | +4.1% | +29.6% | +33.2% |
| 3M | +54.7% | +3.7% | +51.0% | +53.8% |
| 6M | +16.7% | -1.6% | +18.3% | +18.2% |
| YTD | -10.9% | -10.2% | -0.7% | -4.2% |
| 1Y | -46.9% | -25.9% | -21.0% | -43.8% |
| All | +212.3% | -25.9% | +238.3% | +239.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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