-47.6%
BMNR vs STLA
-40.1%
-7.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.2% | +2.7% |
| 7D | +0.2% | -2.9% | +3.1% | +1.2% |
| 30D | +39.9% | +0.9% | +39.0% | +39.2% |
| 3M | +51.5% | -21.6% | +73.1% | +62.2% |
| 6M | +18.9% | -21.6% | +40.5% | +27.8% |
| YTD | -7.8% | -50.4% | +42.6% | +17.7% |
| 1Y | -47.6% | -43.6% | -4.0% | -38.5% |
| All | -47.6% | -40.1% | -7.5% | -38.5% |
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