-99.8%
BIYA vs SBAC
-12.7%
-87.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.6% |
| 7D | +2.7% | +0.2% | +2.6% | +2.8% |
| 30D | -16.7% | +3.9% | -20.5% | -16.2% |
| 3M | -74.6% | -8.2% | -66.5% | -75.1% |
| 6M | -85.4% | -2.8% | -82.6% | -85.3% |
| YTD | -94.2% | -1.5% | -92.6% | -94.2% |
| 1Y | -98.6% | 0.0% | -98.6% | -98.6% |
| All | -99.8% | -12.7% | -87.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling