-40.8%
BMNR vs XLP
+7.6%
-48.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -6.0% |
| 7D | +4.9% | -1.0% | +5.9% | +4.4% |
| 30D | +35.5% | -0.9% | +36.4% | +34.9% |
| 3M | +39.6% | +3.8% | +35.8% | +41.8% |
| 6M | +18.2% | -1.7% | +20.0% | +16.1% |
| YTD | -8.0% | +10.3% | -18.3% | -4.1% |
| 1Y | -40.8% | +7.8% | -48.6% | -34.2% |
| All | -40.8% | +7.6% | -48.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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