+40.9%
SPYG vs BIYA
-99.9%
+140.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.3% | +9.0% | -6.7% | +2.4% |
| 30D | -6.5% | -12.9% | +6.5% | -6.5% |
| 3M | -6.8% | -54.7% | +47.8% | -7.0% |
| 6M | -3.1% | -85.1% | +81.9% | -3.4% |
| YTD | +8.0% | -96.9% | +104.9% | +8.5% |
| 1Y | +10.2% | -98.5% | +108.8% | +11.4% |
| All | +40.9% | -99.9% | +140.8% | +44.6% |
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 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