-95.1%
BNR vs SPY
+172.5%
-267.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.4% | +11.6% | +11.6% |
| 7D | +17.7% | +0.1% | +17.6% | +17.7% |
| 30D | +35.0% | +0.1% | +35.0% | +35.0% |
| 3M | +30.9% | +2.0% | +28.9% | +28.2% |
| 6M | -45.5% | +13.0% | -58.5% | -51.6% |
| YTD | -40.5% | +13.5% | -54.0% | -47.3% |
| 1Y | +41.9% | +20.0% | +21.9% | +20.1% |
| 3Y | -12.5% | +77.2% | -89.7% | -49.3% |
| 5Y | -94.2% | +81.9% | -176.0% | -96.8% |
| All | -95.1% | +172.5% | -267.7% | -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 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