+122.1%
SAN vs BIYA
-99.8%
+221.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +1.8% | +1.3% | +0.4% | +1.8% |
| 30D | +2.0% | -21.0% | +23.0% | +2.0% |
| 3M | +19.7% | -74.3% | +94.0% | +19.1% |
| 6M | +30.6% | -84.6% | +115.3% | +30.3% |
| YTD | +28.8% | -94.2% | +123.0% | +29.9% |
| 1Y | +57.8% | -98.2% | +156.0% | +61.7% |
| All | +122.1% | -99.8% | +221.9% | +131.5% |
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