-87.6%
BYRN vs SPY
+81.8%
-169.3%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.7% |
| 7D | +6.8% | +0.5% | +6.2% | +6.0% |
| 30D | -18.4% | -0.9% | -17.5% | -17.5% |
| 3M | -40.6% | +3.9% | -44.5% | -43.4% |
| 6M | -69.7% | +14.5% | -84.2% | -74.2% |
| YTD | -78.4% | +12.9% | -91.3% | -81.2% |
| 1Y | -82.1% | +19.4% | -101.4% | -85.3% |
| 3Y | +0.3% | +78.5% | -78.2% | -43.8% |
| 5Y | -87.6% | +81.8% | -169.3% | -92.8% |
| All | -87.6% | +81.8% | -169.3% | -92.8% |
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