-94.6%
BNR vs SPY
+167.6%
-262.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -1.0% | +2.6% | -3.6% | -3.8% |
| 30D | -9.0% | -2.0% | -7.1% | -7.1% |
| 3M | +43.1% | -2.8% | +45.8% | +47.9% |
| 6M | -20.7% | +2.1% | -22.8% | -22.1% |
| YTD | -34.0% | +11.5% | -45.5% | -40.3% |
| 1Y | +17.4% | +13.5% | +3.9% | +4.9% |
| 3Y | +38.7% | +77.7% | -39.0% | -19.8% |
| 5Y | -90.9% | +72.6% | -163.5% | -94.8% |
| All | -94.6% | +167.6% | -262.2% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling