+30.7%
SPY vs BMNR
+245.3%
-214.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.6% | +0.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -1.1% | +39.9% | -41.0% | -1.1% |
| 3M | +3.9% | +51.5% | -47.7% | +3.8% |
| 6M | +13.6% | +18.9% | -5.3% | +13.5% |
| YTD | +12.7% | -7.8% | +20.5% | +12.6% |
| 1Y | +17.5% | -47.6% | +65.1% | +17.5% |
| All | +30.7% | +245.3% | -214.7% | +30.1% |
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