+20.2%
XLK vs BMNR
-47.3%
+67.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.9% | -0.9% |
| 7D | -7.6% | -1.5% | -6.1% | -7.4% |
| 30D | -12.2% | -18.9% | +6.7% | -9.5% |
| 3M | -5.5% | +20.1% | -25.5% | -9.0% |
| 6M | +9.2% | -4.7% | +13.8% | +7.8% |
| YTD | +23.0% | -20.0% | +43.0% | +21.2% |
| All | +20.2% | -47.3% | +67.5% | +22.6% |
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