-95.0%
BNR vs SPY
+170.4%
-265.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.8% |
| 7D | +2.4% | -0.8% | +3.2% | +3.3% |
| 30D | +23.7% | -1.1% | +24.7% | +25.2% |
| 3M | +39.1% | +3.9% | +35.2% | +33.9% |
| 6M | -47.7% | +13.6% | -61.3% | -53.7% |
| YTD | -39.1% | +12.7% | -51.7% | -45.6% |
| 1Y | +39.4% | +17.5% | +21.9% | +20.5% |
| 3Y | +12.7% | +76.9% | -64.2% | -34.6% |
| 5Y | -94.0% | +83.6% | -177.6% | -96.6% |
| All | -95.0% | +170.4% | -265.4% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling