-40.8%
BMNR vs STLA
-38.0%
-2.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.0% |
| 7D | +4.9% | +2.6% | +2.3% | +4.2% |
| 30D | +35.5% | -1.2% | +36.7% | +35.5% |
| 3M | +39.6% | -24.8% | +64.3% | +51.2% |
| 6M | +18.2% | -25.6% | +43.8% | +27.9% |
| YTD | -8.0% | -48.9% | +40.9% | +15.9% |
| 1Y | -40.8% | -38.8% | -2.0% | -31.8% |
| All | -40.8% | -38.0% | -2.8% | -31.8% |
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