+56.6%
SNOW vs BMNR
+245.3%
-188.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.7% | -0.2% |
| 7D | -2.4% | +0.2% | -2.7% | -2.4% |
| 30D | -1.0% | +39.9% | -40.9% | -1.1% |
| 3M | +36.9% | +51.5% | -14.7% | +36.7% |
| 6M | +83.4% | +18.9% | +64.4% | +83.2% |
| YTD | +50.0% | -7.8% | +57.8% | +49.9% |
| 1Y | +46.5% | -47.6% | +94.1% | +46.5% |
| All | +56.6% | +245.3% | -188.8% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling