-99.9%
BIYA vs SPY
+38.1%
-138.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | -22.3% | -2.4% | -19.9% | -22.2% |
| 3M | -54.8% | -1.2% | -53.7% | -54.8% |
| 6M | -86.5% | +3.3% | -89.8% | -86.5% |
| YTD | -96.8% | +12.3% | -109.1% | -97.0% |
| 1Y | -98.6% | +12.4% | -111.1% | -98.7% |
| All | -99.9% | +38.1% | -138.0% | -99.9% |
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