-11.5%
SAP vs BIYA
-99.9%
+88.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +9.0% | -8.4% | +0.6% |
| 30D | +6.5% | -12.9% | +19.5% | +6.6% |
| 3M | +12.2% | -54.7% | +66.9% | +12.3% |
| 6M | +46.1% | -85.1% | +131.1% | +46.0% |
| YTD | -1.6% | -96.9% | +95.3% | -1.9% |
| 1Y | -5.1% | -98.5% | +93.4% | -5.5% |
| All | -11.5% | -99.9% | +88.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling