+96.4%
STM vs BIYA
-99.9%
+196.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +3.5% |
| 7D | +1.4% | +2.5% | -1.1% | +1.4% |
| 30D | -8.4% | -22.3% | +13.9% | -8.2% |
| 3M | -15.8% | -54.8% | +39.0% | -15.2% |
| 6M | -22.8% | -86.5% | +63.6% | -23.4% |
| YTD | +79.4% | -96.8% | +176.2% | +82.5% |
| 1Y | +97.0% | -98.6% | +195.6% | +108.6% |
| All | +96.4% | -99.9% | +196.3% | +125.1% |
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