-54.8%
BMNR vs XLY
+2.4%
-57.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -5.5% |
| 7D | -4.8% | +2.4% | -7.2% | -7.9% |
| 30D | -22.6% | +7.2% | -29.8% | -30.6% |
| 3M | -1.1% | +1.2% | -2.3% | -2.4% |
| 6M | -16.1% | +1.1% | -17.2% | -16.5% |
| YTD | -31.5% | +2.0% | -33.4% | -33.6% |
| All | -54.8% | +2.4% | -57.2% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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