-98.9%
BIAF vs SPY
+78.7%
-177.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -41.5% | -0.5% | -41.0% | -40.7% |
| 7D | +35.5% | +0.5% | +35.0% | +35.8% |
| 30D | +16.7% | -0.9% | +17.7% | +18.5% |
| 3M | -62.8% | +3.9% | -66.7% | -64.7% |
| 6M | -42.8% | +14.5% | -57.3% | -53.0% |
| YTD | -49.5% | +12.9% | -62.5% | -57.1% |
| 1Y | -91.9% | +19.4% | -111.3% | -93.5% |
| 3Y | -98.9% | +78.5% | -177.3% | -99.2% |
| All | -98.9% | +78.7% | -177.6% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling