-11.8%
SAP vs BIYA
-99.9%
+88.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -3.9% | +10.0% | -13.9% | -3.9% |
| 30D | +6.5% | -17.7% | +24.2% | +6.5% |
| 3M | +14.7% | -55.0% | +69.7% | +14.7% |
| 6M | +39.9% | -85.1% | +125.1% | +39.9% |
| YTD | -2.0% | -96.9% | +94.9% | -2.3% |
| 1Y | -6.0% | -98.5% | +92.5% | -6.4% |
| All | -11.8% | -99.9% | +88.0% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling