-59.7%
BRN vs SPY
+82.3%
-141.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +8.3% | -0.8% | +9.1% | +8.6% |
| 30D | +8.3% | -1.1% | +9.4% | +8.7% |
| 3M | -2.8% | +3.9% | -6.7% | -4.2% |
| 6M | -5.5% | +13.6% | -19.1% | -9.9% |
| YTD | -6.3% | +12.7% | -19.0% | -10.4% |
| 1Y | -8.8% | +17.5% | -26.3% | -14.0% |
| 3Y | -61.3% | +76.9% | -138.2% | -69.7% |
| All | -59.7% | +82.3% | -141.9% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling