+76.8%
SAN vs BIYA
-99.9%
+176.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.2% |
| 7D | +4.9% | -10.5% | +15.4% | +4.9% |
| 30D | -13.0% | -51.7% | +38.7% | -13.0% |
| 3M | -18.9% | -60.8% | +41.9% | -18.8% |
| 6M | -4.1% | -90.6% | +86.4% | -4.2% |
| YTD | +2.6% | -97.1% | +99.7% | +3.6% |
| 1Y | +16.9% | -99.1% | +116.0% | +20.2% |
| All | +76.8% | -99.9% | +176.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling