+223.1%
BMNR vs SPYM
+29.8%
+193.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | -1.6% |
| 7D | +0.2% | -0.8% | +1.0% | +5.0% |
| 30D | +39.9% | -1.1% | +41.0% | +49.8% |
| 3M | +51.5% | +3.9% | +47.6% | +17.6% |
| 6M | +18.9% | +13.6% | +5.3% | -51.9% |
| YTD | -7.8% | +12.7% | -20.5% | -60.2% |
| 1Y | -47.6% | +17.6% | -65.2% | -87.9% |
| All | +223.1% | +29.8% | +193.3% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling