-77.2%
BYRN vs SPY
+11.9%
-89.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.3% |
| 7D | -0.2% | -0.6% | +0.3% | +1.0% |
| 30D | -8.0% | -3.7% | -4.3% | -3.1% |
| 3M | -14.2% | -2.7% | -11.5% | -11.0% |
| 6M | -22.0% | +2.2% | -24.1% | -24.9% |
| YTD | -75.2% | +10.8% | -86.1% | -78.5% |
| 1Y | -77.2% | +11.2% | -88.5% | -80.3% |
| All | -77.2% | +11.9% | -89.1% | -80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling