+230.9%
SITM vs BIYA
-99.8%
+330.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | +3.7% | +2.7% | +1.0% | +3.7% |
| 30D | -14.5% | -16.7% | +2.2% | -14.3% |
| 3M | -10.6% | -74.6% | +64.1% | -10.7% |
| 6M | +65.5% | -85.4% | +150.9% | +63.0% |
| YTD | +67.0% | -94.2% | +161.2% | +74.1% |
| 1Y | +138.6% | -98.6% | +237.2% | +175.3% |
| All | +230.9% | -99.8% | +330.7% | +292.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling