+39.2%
XLK vs BMNR
-46.4%
+85.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.8% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -0.6% | +39.9% | -40.5% | -5.9% |
| 3M | +2.6% | +51.5% | -49.0% | -4.4% |
| 6M | +34.0% | +18.9% | +15.1% | +28.4% |
| YTD | +30.7% | -7.8% | +38.5% | +27.1% |
| 1Y | +39.2% | -47.6% | +86.8% | +44.2% |
| All | +39.2% | -46.4% | +85.6% | +44.2% |
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