-99.9%
BIYA vs SFM
-64.6%
-35.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.1% |
| 7D | -4.1% | -6.9% | +2.8% | -3.1% |
| 30D | -35.5% | -25.0% | -10.5% | -33.2% |
| 3M | -56.3% | -42.7% | -13.6% | -52.8% |
| 6M | -88.7% | -41.0% | -47.7% | -87.8% |
| YTD | -97.0% | -38.7% | -58.3% | -96.7% |
| 1Y | -98.7% | -38.1% | -60.6% | -98.6% |
| All | -99.9% | -64.6% | -35.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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