+237.9%
SITM vs BIYA
-99.8%
+337.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.1% |
| 7D | +4.8% | -1.3% | +6.1% | +4.9% |
| 30D | -9.7% | -15.9% | +6.2% | -9.5% |
| 3M | -9.3% | -81.2% | +71.9% | -8.1% |
| 6M | +69.5% | -88.2% | +157.7% | +71.0% |
| YTD | +70.5% | -94.1% | +164.7% | +77.8% |
| 1Y | +145.3% | -98.7% | +243.9% | +184.5% |
| All | +237.9% | -99.8% | +337.6% | +301.1% |
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 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