-99.8%
BIYA vs SFM
-47.7%
-52.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | -1.3% | -8.8% | +7.5% | +0.1% |
| 30D | -15.9% | -14.5% | -1.5% | -13.9% |
| 3M | -81.2% | -16.8% | -64.4% | -81.1% |
| 6M | -88.2% | -5.3% | -82.9% | -87.9% |
| YTD | -94.1% | -9.4% | -84.8% | -93.9% |
| 1Y | -98.7% | -46.2% | -52.5% | -98.6% |
| All | -99.8% | -47.7% | -52.1% | -99.8% |
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