-99.9%
BYAH vs SPY
+28.0%
-127.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -0.4% | -10.2% | -10.4% |
| 7D | +1.6% | -0.6% | +2.1% | +2.0% |
| 30D | -22.8% | -3.7% | -19.1% | -21.7% |
| 3M | -43.5% | -2.7% | -40.7% | -42.8% |
| 6M | -82.6% | +2.2% | -84.8% | -82.5% |
| YTD | -96.9% | +10.8% | -107.8% | -96.9% |
| 1Y | -98.4% | +11.2% | -109.6% | -98.4% |
| All | -99.9% | +28.0% | -127.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling