-40.2%
SE vs BIYA
-99.9%
+59.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +9.0% | -9.5% | -0.6% |
| 30D | -20.9% | -12.9% | -8.0% | -20.8% |
| 3M | -38.9% | -54.7% | +15.8% | -38.5% |
| 6M | -19.4% | -85.1% | +65.6% | -19.7% |
| YTD | -40.9% | -96.9% | +55.9% | -40.2% |
| 1Y | -46.2% | -98.5% | +52.3% | -43.9% |
| All | -40.2% | -99.9% | +59.6% | -31.6% |
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 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