+120.2%
STM vs BIYA
-99.8%
+220.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | +2.7% | +2.5% | +5.2% |
| 30D | -7.4% | -18.7% | +11.3% | -7.2% |
| 3M | -30.6% | -72.0% | +41.4% | -31.2% |
| 6M | +66.4% | -86.4% | +152.8% | +65.4% |
| YTD | +101.1% | -94.2% | +195.3% | +103.7% |
| 1Y | +97.4% | -98.4% | +195.8% | +113.2% |
| All | +120.2% | -99.8% | +220.0% | +151.1% |
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