-99.7%
BIAF vs SPY
+104.7%
-204.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.6% | -0.5% | +18.0% | +18.2% |
| 7D | +7.7% | -0.4% | +8.1% | +9.0% |
| 30D | +42.9% | -1.4% | +44.2% | +45.7% |
| 3M | -53.6% | +3.7% | -57.3% | -55.9% |
| 6M | -34.0% | +13.0% | -47.0% | -44.4% |
| YTD | -40.7% | +12.4% | -53.1% | -49.1% |
| 1Y | -90.6% | +18.5% | -109.1% | -92.3% |
| 3Y | -98.7% | +77.6% | -176.3% | -99.3% |
| All | -99.7% | +104.7% | -204.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling