-44.9%
BMNR vs STLA
-53.0%
+8.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.8% | +2.1% | +5.1% |
| 7D | -1.5% | -0.6% | -0.8% | -1.4% |
| 30D | -18.9% | +3.6% | -22.5% | -19.7% |
| 3M | +20.1% | -20.6% | +40.7% | +24.9% |
| 6M | -4.7% | -34.3% | +29.7% | +2.8% |
| YTD | -20.0% | -57.3% | +37.3% | -3.5% |
| 1Y | -44.9% | -52.6% | +7.7% | -43.0% |
| All | -44.9% | -53.0% | +8.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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