+77.1%
STM vs BIYA
-99.9%
+177.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.4% |
| 7D | -10.7% | -10.5% | -0.3% | -10.6% |
| 30D | -25.7% | -51.7% | +26.0% | -25.3% |
| 3M | -21.6% | -60.8% | +39.2% | -20.9% |
| 6M | -27.8% | -90.6% | +62.8% | -27.9% |
| YTD | +61.8% | -97.1% | +158.9% | +64.7% |
| 1Y | +78.1% | -99.1% | +177.2% | +91.6% |
| All | +77.1% | -99.9% | +177.0% | +103.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling