+89.1%
STM vs BIYA
-99.9%
+189.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.7% |
| 7D | -5.6% | -7.8% | +2.2% | -5.5% |
| 30D | -14.4% | -38.5% | +24.1% | -14.1% |
| 3M | -20.5% | -59.5% | +39.1% | -19.9% |
| 6M | -24.5% | -89.2% | +64.7% | -24.8% |
| YTD | +72.7% | -97.1% | +169.8% | +75.8% |
| 1Y | +91.0% | -99.0% | +190.0% | +105.0% |
| All | +89.1% | -99.9% | +189.0% | +116.9% |
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