+101.5%
STT vs BIYA
-99.9%
+201.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.5% |
| 7D | +0.4% | +2.5% | -2.1% | +0.4% |
| 30D | -0.4% | -22.3% | +21.9% | -0.5% |
| 3M | -6.5% | -54.8% | +48.3% | -6.6% |
| 6M | +17.2% | -86.5% | +103.6% | +17.0% |
| YTD | +38.2% | -96.8% | +135.1% | +38.5% |
| 1Y | +49.3% | -98.6% | +147.9% | +51.8% |
| All | +101.5% | -99.9% | +201.4% | +111.0% |
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