-99.9%
BIYA vs SFM
-64.1%
-35.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | -7.8% | -10.2% | +2.4% | -6.5% |
| 30D | -38.5% | -23.9% | -14.6% | -36.4% |
| 3M | -59.5% | -42.3% | -17.3% | -56.3% |
| 6M | -89.2% | -40.1% | -49.0% | -88.4% |
| YTD | -97.1% | -37.8% | -59.3% | -96.8% |
| 1Y | -99.0% | -37.1% | -61.9% | -98.9% |
| All | -99.9% | -64.1% | -35.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling