+212.3%
BMNR vs SPY
+28.6%
+183.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +3.4% |
| 7D | -8.5% | -2.0% | -6.5% | +2.8% |
| 30D | +33.8% | -1.7% | +35.4% | +47.8% |
| 3M | +54.7% | +4.7% | +50.0% | +14.1% |
| 6M | +16.7% | +12.5% | +4.2% | -48.0% |
| YTD | -10.9% | +11.7% | -22.6% | -57.8% |
| 1Y | -46.9% | +17.5% | -64.4% | -87.5% |
| All | +212.3% | +28.6% | +183.8% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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