-99.9%
BIYA vs SPY
+36.8%
-136.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.1% |
| 7D | -7.8% | +0.1% | -7.9% | -7.7% |
| 30D | -38.5% | -3.3% | -35.2% | -38.4% |
| 3M | -59.5% | -2.4% | -57.1% | -59.5% |
| 6M | -89.2% | +2.6% | -91.7% | -89.2% |
| YTD | -97.1% | +11.2% | -108.3% | -97.2% |
| 1Y | -99.0% | +13.4% | -112.4% | -99.1% |
| All | -99.9% | +36.8% | -136.7% | -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 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