-99.9%
BIAF vs SPY
+103.1%
-203.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.5% |
| 7D | -19.0% | +2.6% | -21.6% | -22.5% |
| 30D | -38.2% | -2.0% | -36.2% | -36.4% |
| 3M | -61.7% | -2.8% | -58.9% | -60.0% |
| 6M | -92.2% | +2.1% | -94.4% | -92.4% |
| YTD | -87.6% | +11.5% | -99.1% | -89.2% |
| 1Y | -92.2% | +13.5% | -105.7% | -93.3% |
| 3Y | -99.7% | +77.7% | -177.4% | -99.8% |
| All | -99.9% | +103.1% | -203.0% | -100.0% |
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