+243.4%
SITM vs BIYA
-99.8%
+343.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +6.6% |
| 7D | +9.7% | +1.3% | +8.4% | +9.7% |
| 30D | +12.7% | -21.0% | +33.7% | +13.0% |
| 3M | -13.4% | -74.3% | +60.9% | -13.5% |
| 6M | +59.6% | -84.6% | +144.2% | +56.0% |
| YTD | +73.3% | -94.2% | +167.5% | +80.7% |
| 1Y | +165.5% | -98.2% | +263.8% | +201.6% |
| All | +243.4% | -99.8% | +343.1% | +307.6% |
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