+22.7%
BYRN vs SPY
+751.9%
-729.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -21.2% | +0.1% | -21.3% | -21.2% |
| 3M | -41.9% | +2.0% | -43.9% | -42.2% |
| 6M | -71.1% | +13.0% | -84.1% | -72.1% |
| YTD | -78.1% | +13.5% | -91.6% | -78.9% |
| 1Y | -80.6% | +20.0% | -100.5% | -81.6% |
| 3Y | +0.8% | +77.2% | -76.4% | -12.2% |
| 5Y | -87.6% | +81.9% | -169.5% | -89.3% |
| 10Y | +84.0% | +314.1% | -230.1% | +40.6% |
| All | +22.7% | +751.9% | -729.3% | -41.8% |
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 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