-40.4%
SMR vs BIYA
-99.8%
+59.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +13.1% | +2.7% | +10.3% | +13.1% |
| 30D | +17.8% | -16.7% | +34.4% | +17.3% |
| 3M | +8.1% | -74.6% | +82.7% | +6.8% |
| 6M | -11.1% | -85.4% | +74.3% | -9.5% |
| YTD | -23.7% | -94.2% | +70.5% | -21.2% |
| 1Y | -69.4% | -98.6% | +29.2% | -67.3% |
| All | -40.4% | -99.8% | +59.4% | -38.3% |
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