-99.9%
BYAH vs SPY
+29.0%
-128.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.3% |
| 7D | -8.7% | -2.0% | -6.7% | -8.3% |
| 30D | -32.1% | -1.7% | -30.5% | -31.9% |
| 3M | -75.7% | +4.7% | -80.4% | -75.9% |
| 6M | -75.3% | +12.5% | -87.8% | -75.4% |
| YTD | -96.2% | +11.7% | -107.9% | -96.2% |
| 1Y | -98.9% | +17.5% | -116.4% | -98.9% |
| All | -99.9% | +29.0% | -128.8% | -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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling