+79.5%
BYRN vs SPY
+312.5%
-233.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +4.4% | -0.4% | +4.7% | +4.5% |
| 30D | -26.0% | -1.4% | -24.6% | -25.4% |
| 3M | -42.6% | +3.7% | -46.3% | -43.7% |
| 6M | -66.8% | +13.0% | -79.8% | -68.7% |
| YTD | -78.6% | +12.4% | -91.0% | -79.8% |
| 1Y | -81.5% | +18.5% | -100.1% | -83.0% |
| 3Y | -0.8% | +77.6% | -78.5% | -20.0% |
| 5Y | -87.2% | +81.7% | -168.9% | -89.9% |
| 10Y | +79.5% | +319.7% | -240.2% | +21.4% |
| All | +79.5% | +312.5% | -233.0% | +21.4% |
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 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