-99.9%
BIAF vs SPY
+104.5%
-204.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | -0.4% |
| 7D | -17.2% | -0.9% | -16.3% | -16.3% |
| 30D | -37.8% | -2.4% | -35.5% | -35.7% |
| 3M | -66.7% | -1.2% | -65.6% | -66.1% |
| 6M | -91.8% | +3.3% | -95.1% | -92.1% |
| YTD | -86.3% | +12.3% | -98.6% | -88.2% |
| 1Y | -92.5% | +12.4% | -105.0% | -93.5% |
| 3Y | -99.6% | +78.8% | -178.4% | -99.8% |
| All | -99.9% | +104.5% | -204.5% | -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