+39.0%
BYRN vs SPY
+742.5%
-703.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | +0.2% | -0.9% | +1.2% | +0.6% |
| 30D | -8.6% | -2.4% | -6.2% | -7.7% |
| 3M | -10.9% | -1.2% | -9.7% | -10.5% |
| 6M | -18.9% | +3.3% | -22.2% | -19.6% |
| YTD | -75.2% | +12.3% | -87.5% | -76.0% |
| 1Y | -76.8% | +12.4% | -89.2% | -77.5% |
| 3Y | -15.1% | +78.8% | -93.9% | -26.0% |
| 5Y | -73.1% | +75.2% | -148.2% | -76.6% |
| 10Y | +108.5% | +311.1% | -202.6% | +59.9% |
| All | +39.0% | +742.5% | -703.5% | -33.7% |
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 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