-99.8%
BIYA vs SFM
-44.8%
-54.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +1.1% |
| 7D | +2.7% | -5.8% | +8.5% | +3.7% |
| 30D | -18.7% | -11.4% | -7.3% | -17.2% |
| 3M | -72.0% | -12.2% | -59.8% | -72.1% |
| 6M | -86.4% | -5.2% | -81.2% | -86.2% |
| YTD | -94.2% | -4.5% | -89.7% | -94.0% |
| 1Y | -98.4% | -45.4% | -53.0% | -98.4% |
| All | -99.8% | -44.8% | -54.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling