+61.5%
SPMO vs BIYA
-99.8%
+161.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.7% | +2.7% | 0.0% | +2.7% |
| 30D | +1.1% | -16.7% | +17.7% | +1.0% |
| 3M | +2.0% | -74.6% | +76.7% | +1.7% |
| 6M | +26.5% | -85.4% | +111.9% | +26.6% |
| YTD | +26.5% | -94.2% | +120.7% | +27.4% |
| 1Y | +27.9% | -98.6% | +126.5% | +31.0% |
| All | +61.5% | -99.8% | +161.2% | +66.7% |
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