-40.8%
BMNR vs SPYM
+20.9%
-61.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -4.1% |
| 7D | +4.9% | +0.1% | +4.8% | +5.0% |
| 30D | +35.5% | +0.1% | +35.4% | +35.7% |
| 3M | +39.6% | +2.0% | +37.5% | +30.8% |
| 6M | +18.2% | +13.1% | +5.2% | -27.1% |
| YTD | -8.0% | +13.6% | -21.6% | -43.9% |
| 1Y | -40.8% | +20.1% | -60.9% | -67.1% |
| All | -40.8% | +20.9% | -61.7% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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