-99.9%
BIYA vs SM
+2.0%
-101.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.4% | +4.6% |
| 7D | -4.1% | -19.5% | +15.4% | +0.3% |
| 30D | -35.5% | -20.2% | -15.3% | -32.6% |
| 3M | -56.3% | -6.5% | -49.8% | -56.9% |
| 6M | -88.7% | +1.6% | -90.2% | -89.4% |
| YTD | -97.0% | +61.2% | -158.2% | -97.6% |
| 1Y | -98.7% | +65.4% | -164.1% | -99.0% |
| All | -99.9% | +2.0% | -101.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling