-99.8%
BIYA vs SPY
+38.9%
-138.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.7% |
| 30D | -18.7% | -0.9% | -17.8% | -18.7% |
| 3M | -72.0% | +3.9% | -75.9% | -72.1% |
| 6M | -86.4% | +14.5% | -100.9% | -87.3% |
| YTD | -94.2% | +12.9% | -107.1% | -94.4% |
| 1Y | -98.4% | +19.4% | -117.8% | -98.6% |
| All | -99.8% | +38.9% | -138.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling