+92.5%
BYRN vs SPY
+307.0%
-214.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.8% |
| 30D | -17.2% | -2.0% | -15.2% | -16.1% |
| 3M | -10.0% | -2.8% | -7.3% | -8.6% |
| 6M | -23.0% | +2.1% | -25.1% | -23.7% |
| YTD | -77.1% | +11.5% | -88.6% | -78.2% |
| 1Y | -78.1% | +13.5% | -91.5% | -79.3% |
| 3Y | -23.5% | +77.7% | -101.2% | -38.1% |
| 5Y | -75.7% | +72.6% | -148.3% | -80.7% |
| All | +92.5% | +307.0% | -214.5% | +20.7% |
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 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