-99.6%
BIAF vs SPY
+106.8%
-206.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.5% | -0.4% | +19.9% | +20.0% |
| 7D | +213.6% | +0.1% | +213.4% | +213.5% |
| 30D | +92.1% | +0.1% | +92.0% | +91.2% |
| 3M | -45.9% | +2.0% | -47.8% | -47.4% |
| 6M | -1.2% | +13.0% | -14.2% | -17.2% |
| YTD | -13.7% | +13.5% | -27.3% | -27.3% |
| 1Y | -85.8% | +20.0% | -105.8% | -88.7% |
| 3Y | -98.1% | +77.2% | -175.3% | -99.0% |
| All | -99.6% | +106.8% | -206.4% | -99.8% |
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