+9.5%
SNOW vs BMNR
-46.4%
+55.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -2.6% |
| 7D | -14.5% | -1.5% | -13.1% | -14.3% |
| 30D | -14.3% | -18.9% | +4.6% | -11.0% |
| 3M | -8.3% | +20.1% | -28.3% | -10.9% |
| 6M | +101.5% | -4.7% | +106.2% | +99.4% |
| YTD | +32.5% | -20.0% | +52.4% | +29.9% |
| 1Y | +9.5% | -44.9% | +54.4% | +9.2% |
| All | +9.5% | -46.4% | +55.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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