-40.8%
BMNR vs STRL
+76.3%
-117.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.8% | -11.3% | -7.5% |
| 7D | +4.9% | +3.4% | +1.5% | +3.7% |
| 30D | +35.5% | -9.2% | +44.7% | +39.1% |
| 3M | +39.6% | -51.0% | +90.6% | +74.1% |
| 6M | +18.2% | +15.8% | +2.5% | -9.8% |
| YTD | -8.0% | +58.9% | -66.9% | -46.2% |
| 1Y | -40.8% | +68.5% | -109.3% | -63.8% |
| All | -40.8% | +76.3% | -117.1% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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