-99.9%
BYAH vs SPY
+30.4%
-130.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.1% |
| 7D | -12.2% | +0.5% | -12.8% | -12.3% |
| 30D | -22.3% | -0.9% | -21.3% | -22.1% |
| 3M | -88.5% | +3.9% | -92.4% | -88.6% |
| 6M | -80.2% | +14.5% | -94.7% | -80.2% |
| YTD | -96.2% | +12.9% | -109.1% | -96.2% |
| 1Y | -98.5% | +19.4% | -117.9% | -98.5% |
| All | -99.9% | +30.4% | -130.2% | -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