-99.8%
BIYA vs SARO
-17.4%
-82.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.0% |
| 30D | -17.5% | -12.2% | -5.2% | -14.7% |
| 3M | -78.0% | -7.4% | -70.7% | -76.8% |
| 6M | -89.5% | -15.3% | -74.2% | -88.6% |
| YTD | -94.3% | -16.2% | -78.1% | -93.8% |
| 1Y | -98.6% | -12.1% | -86.5% | -98.5% |
| All | -99.8% | -17.4% | -82.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 5y: compounded portfolio wealth divided by compounded SARO 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…
5y analysis · Full analysis span regression · 6 months rolling