+917.3%
STX vs BIYA
-99.8%
+1,017.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +9.6% | +2.7% | +6.8% | +9.6% |
| 30D | +10.6% | -16.7% | +27.3% | +10.5% |
| 3M | +4.8% | -74.6% | +79.4% | +4.6% |
| 6M | +137.3% | -85.4% | +222.6% | +135.1% |
| YTD | +222.5% | -94.2% | +316.7% | +227.9% |
| 1Y | +366.2% | -98.6% | +464.8% | +405.1% |
| All | +917.3% | -99.8% | +1,017.1% | +1,060.3% |
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