+40.7%
SHOP vs BIYA
-99.9%
+140.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.5% | -3.6% |
| 7D | +2.8% | -4.1% | +6.9% | +2.9% |
| 30D | -14.2% | -35.5% | +21.3% | -13.9% |
| 3M | -5.5% | -56.3% | +50.8% | -5.1% |
| 6M | +32.8% | -88.7% | +121.4% | +32.4% |
| YTD | -8.9% | -97.0% | +88.0% | -7.7% |
| 1Y | -7.7% | -98.7% | +91.0% | -5.6% |
| All | +40.7% | -99.9% | +140.6% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling