-78.1%
BMNZ vs SPY
+13.2%
-91.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.9% | -8.1% | -0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -7.1% |
| 30D | -59.8% | -1.1% | -58.8% | -61.7% |
| 3M | -75.6% | +3.9% | -79.5% | -64.7% |
| 6M | -74.4% | +13.6% | -88.0% | -14.5% |
| YTD | -78.0% | +12.7% | -90.7% | -16.7% |
| All | -78.1% | +13.2% | -91.3% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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