-98.6%
BIYA vs SM
+46.0%
-144.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +2.7% | -0.2% | +3.0% | +2.7% |
| 30D | -16.7% | +20.3% | -37.0% | -19.1% |
| 3M | -74.6% | +22.9% | -97.6% | -76.1% |
| 6M | -85.4% | +47.8% | -133.2% | -86.8% |
| YTD | -94.2% | +107.5% | -201.6% | -95.1% |
| 1Y | -98.6% | +51.7% | -150.3% | -98.8% |
| All | -98.6% | +46.0% | -144.6% | -98.8% |
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