-47.6%
BMNR vs SPYG
+17.9%
-65.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +1.1% |
| 7D | +0.2% | -0.9% | +1.1% | +2.8% |
| 30D | +39.9% | -1.5% | +41.4% | +46.5% |
| 3M | +51.5% | +3.7% | +47.8% | +35.7% |
| 6M | +18.9% | +16.4% | +2.5% | -25.4% |
| YTD | -7.8% | +13.3% | -21.1% | -34.9% |
| 1Y | -47.6% | +17.9% | -65.5% | -64.9% |
| All | -47.6% | +17.9% | -65.5% | -64.9% |
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