+31.0%
BYRN vs SPY
+734.6%
-703.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.9% |
| 7D | -4.6% | +0.1% | -4.7% | -4.5% |
| 30D | -13.1% | -3.3% | -9.7% | -12.0% |
| 3M | -11.7% | -2.4% | -9.3% | -10.9% |
| 6M | -26.3% | +2.6% | -28.8% | -26.7% |
| YTD | -76.6% | +11.2% | -87.8% | -77.3% |
| 1Y | -78.7% | +13.4% | -92.1% | -79.4% |
| 3Y | -19.8% | +79.9% | -99.7% | -30.1% |
| 5Y | -75.0% | +72.2% | -147.1% | -78.1% |
| 10Y | +96.5% | +307.3% | -210.8% | +51.2% |
| All | +31.0% | +734.6% | -703.6% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling