+121.4%
STM vs BIYA
-99.8%
+221.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +1.9% |
| 7D | +5.8% | +1.3% | +4.4% | +5.8% |
| 30D | -1.0% | -21.0% | +20.0% | -0.8% |
| 3M | -33.3% | -74.3% | +41.1% | -33.7% |
| 6M | +57.4% | -84.6% | +142.0% | +55.7% |
| YTD | +102.2% | -94.2% | +196.3% | +104.7% |
| 1Y | +99.6% | -98.2% | +197.8% | +113.6% |
| All | +121.4% | -99.8% | +221.1% | +152.5% |
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