-99.9%
BIYA vs SBAC
-11.1%
-88.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.3% |
| 7D | +2.5% | -2.8% | +5.3% | +2.2% |
| 30D | -22.3% | +3.1% | -25.4% | -22.0% |
| 3M | -54.8% | +5.1% | -60.0% | -54.7% |
| 6M | -86.5% | -11.4% | -75.1% | -86.8% |
| YTD | -96.8% | +0.2% | -97.0% | -96.8% |
| 1Y | -98.6% | -3.9% | -94.7% | -98.6% |
| All | -99.9% | -11.1% | -88.8% | -99.9% |
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