+3.2%
S vs BIYA
-99.8%
+102.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | -7.7% | +1.3% | -9.1% | -7.7% |
| 30D | -5.3% | -21.0% | +15.6% | -5.4% |
| 3M | +20.3% | -74.3% | +94.6% | +20.3% |
| 6M | +47.4% | -84.6% | +132.0% | +46.7% |
| YTD | +32.5% | -94.2% | +126.7% | +32.7% |
| 1Y | +9.5% | -98.2% | +107.8% | +11.9% |
| All | +3.2% | -99.8% | +102.9% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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