+232.5%
BMNR vs SPXL
+78.7%
+153.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.4% | +4.3% | +5.6% |
| 7D | +3.2% | -3.9% | +7.0% | +11.2% |
| 30D | +42.5% | -6.8% | +49.2% | +63.5% |
| 3M | +59.9% | +5.0% | +54.9% | +39.3% |
| 6M | +25.4% | +42.8% | -17.3% | -51.2% |
| YTD | -5.1% | +27.1% | -32.2% | -49.5% |
| 1Y | -53.2% | +38.1% | -91.4% | -84.8% |
| All | +232.5% | +78.7% | +153.8% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling