-4.4%
BNR vs SPY
+78.7%
-83.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.1% | -10.1% |
| 7D | +16.2% | +0.5% | +15.6% | +15.7% |
| 30D | +21.6% | -0.9% | +22.5% | +22.8% |
| 3M | +18.1% | +3.9% | +14.2% | +13.8% |
| 6M | -51.9% | +14.5% | -66.4% | -57.7% |
| YTD | -46.8% | +12.9% | -59.8% | -52.7% |
| 1Y | +18.2% | +19.4% | -1.1% | +1.5% |
| 3Y | -4.4% | +78.5% | -82.8% | -37.4% |
| All | -4.4% | +78.7% | -83.1% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling