-99.8%
BIYA vs SM
+30.5%
-130.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -1.0% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -18.7% | +31.5% | -50.2% | -25.2% |
| 3M | -72.0% | +17.3% | -89.4% | -73.8% |
| 6M | -86.4% | +48.5% | -134.9% | -88.3% |
| YTD | -94.2% | +106.3% | -200.4% | -95.6% |
| 1Y | -98.4% | +47.3% | -145.7% | -98.7% |
| All | -99.8% | +30.5% | -130.2% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling