+46.7%
SPYG vs BIYA
-99.8%
+146.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -1.8% | -1.3% | -0.5% | -1.8% |
| 30D | -1.9% | -15.9% | +14.0% | -2.0% |
| 3M | +5.2% | -81.2% | +86.4% | +4.9% |
| 6M | +15.6% | -88.2% | +103.8% | +15.8% |
| YTD | +12.4% | -94.1% | +106.5% | +13.1% |
| 1Y | +17.5% | -98.7% | +116.1% | +20.2% |
| All | +46.7% | -99.8% | +146.4% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling