+44.4%
SITM vs BIYA
-98.4%
+142.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -9.4% |
| 7D | -19.5% | -4.0% | -15.5% | -19.5% |
| 30D | -43.2% | -15.0% | -28.2% | -43.1% |
| 3M | -30.8% | -58.1% | +27.3% | -30.7% |
| 6M | -28.6% | -90.0% | +61.4% | -28.6% |
| YTD | +14.2% | -96.9% | +111.1% | +23.3% |
| 1Y | +44.4% | -98.2% | +142.6% | +68.1% |
| All | +44.4% | -98.4% | +142.8% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling