+223.1%
BMNR vs XLY
+6.5%
+216.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.6% |
| 7D | +0.2% | -1.7% | +1.9% | +1.9% |
| 30D | +39.9% | -4.2% | +44.1% | +45.8% |
| 3M | +51.5% | -2.7% | +54.2% | +56.1% |
| 6M | +18.9% | -0.6% | +19.5% | +21.2% |
| YTD | -7.8% | -5.0% | -2.8% | -5.0% |
| 1Y | -47.6% | -4.1% | -43.5% | -48.2% |
| All | +223.1% | +6.5% | +216.6% | +936.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling