-12.1%
SAP vs BIYA
-99.9%
+87.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.1% |
| 7D | -0.7% | -10.5% | +9.8% | -0.7% |
| 30D | +11.1% | -51.7% | +62.8% | +11.2% |
| 3M | +17.0% | -60.8% | +77.8% | +17.2% |
| 6M | +34.8% | -90.6% | +125.4% | +34.4% |
| YTD | -2.2% | -97.1% | +94.9% | -2.5% |
| 1Y | -6.4% | -99.1% | +92.6% | -6.9% |
| All | -12.1% | -99.9% | +87.8% | -12.1% |
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