-40.8%
BMNR vs SPYG
+22.6%
-63.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.3% |
| 30D | +35.5% | -0.4% | +35.9% | +37.7% |
| 3M | +39.6% | +0.5% | +39.0% | +39.4% |
| 6M | +18.2% | +17.5% | +0.8% | -27.5% |
| YTD | -8.0% | +14.3% | -22.4% | -36.7% |
| 1Y | -40.8% | +21.7% | -62.5% | -61.0% |
| All | -40.8% | +22.6% | -63.4% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling