+212.3%
BMNR vs STRL
+149.6%
+62.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.5% |
| 7D | -8.5% | +5.4% | -13.9% | -10.0% |
| 30D | +33.8% | -9.0% | +42.8% | +36.7% |
| 3M | +54.7% | -37.1% | +91.8% | +71.8% |
| 6M | +16.7% | +17.8% | -1.1% | -0.1% |
| YTD | -10.9% | +58.3% | -69.2% | -33.0% |
| 1Y | -46.9% | +61.0% | -107.9% | -48.1% |
| All | +212.3% | +149.6% | +62.7% | +1,382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling