-98.2%
BIYA vs SM
+36.8%
-135.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.3% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | -21.0% | +25.6% | -46.5% | -23.6% |
| 3M | -74.3% | +8.0% | -82.4% | -74.7% |
| 6M | -84.6% | +50.8% | -135.4% | -85.9% |
| YTD | -94.2% | +97.9% | -192.0% | -94.9% |
| 1Y | -98.2% | +33.8% | -132.0% | -98.5% |
| All | -98.2% | +36.8% | -135.0% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling