+256.6%
SITM vs BIYA
-99.8%
+356.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +5.6% |
| 7D | +3.9% | -1.8% | +5.6% | +3.9% |
| 30D | -6.6% | -17.5% | +10.9% | -6.4% |
| 3M | -11.9% | -78.0% | +66.2% | -11.2% |
| 6M | +81.1% | -89.5% | +170.6% | +84.4% |
| YTD | +80.0% | -94.3% | +174.2% | +87.7% |
| 1Y | +145.8% | -98.6% | +244.4% | +183.9% |
| All | +256.6% | -99.8% | +356.4% | +323.4% |
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 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