+138.1%
BMNR vs SW
+5.1%
+133.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.0% |
| 7D | -2.9% | -3.0% | +0.1% | -1.3% |
| 30D | -21.5% | +4.2% | -25.6% | -23.3% |
| 3M | +3.1% | -11.5% | +14.7% | +10.0% |
| 6M | -14.9% | +8.6% | -23.5% | -20.9% |
| YTD | -32.0% | +15.0% | -47.0% | -43.6% |
| 1Y | -54.5% | +25.7% | -80.2% | -66.6% |
| All | +138.1% | +5.1% | +133.0% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling