-99.8%
BIYA vs SPY
+38.2%
-138.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -16.7% | -1.4% | -15.3% | -16.6% |
| 3M | -74.6% | +3.7% | -78.3% | -74.7% |
| 6M | -85.4% | +13.0% | -98.4% | -86.2% |
| YTD | -94.2% | +12.4% | -106.6% | -94.5% |
| 1Y | -98.6% | +18.5% | -117.1% | -98.7% |
| All | -99.8% | +38.2% | -138.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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