-27.8%
STM vs BIYA
-92.5%
+64.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.4% |
| 7D | -10.7% | -10.5% | -0.3% | -10.7% |
| 30D | -25.7% | -51.7% | +26.0% | -25.8% |
| 3M | -21.6% | -60.8% | +39.2% | -21.4% |
| 6M | -27.8% | -90.6% | +62.8% | -29.1% |
| All | -27.8% | -92.5% | +64.7% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling