-99.9%
BIYA vs SFM
-63.4%
-36.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.9% |
| 7D | +2.5% | -7.1% | +9.6% | +3.5% |
| 30D | -22.3% | -21.4% | -0.9% | -20.0% |
| 3M | -54.8% | -40.1% | -14.7% | -51.5% |
| 6M | -86.5% | -38.0% | -48.4% | -85.5% |
| YTD | -96.8% | -36.5% | -60.3% | -96.6% |
| 1Y | -98.6% | -35.2% | -63.4% | -98.5% |
| All | -99.9% | -63.4% | -36.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling