-10.1%
SE vs BIYA
-99.8%
+89.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +2.7% | -2.1% | +0.6% |
| 30D | -0.1% | -18.7% | +18.6% | +0.1% |
| 3M | +34.1% | -72.0% | +106.2% | +33.5% |
| 6M | +23.2% | -86.4% | +109.6% | +22.6% |
| YTD | -11.2% | -94.2% | +83.0% | -10.5% |
| 1Y | -40.5% | -98.4% | +57.9% | -36.7% |
| All | -10.1% | -99.8% | +89.7% | +2.4% |
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