+17.4%
SYY vs BIYA
-99.8%
+117.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.3% |
| 7D | -2.3% | +1.3% | -3.7% | -2.3% |
| 30D | -4.9% | -21.0% | +16.0% | -5.0% |
| 3M | +8.4% | -74.3% | +82.7% | +8.3% |
| 6M | -7.4% | -84.6% | +77.3% | -6.7% |
| YTD | +11.0% | -94.2% | +105.1% | +12.5% |
| 1Y | -0.2% | -98.2% | +98.0% | +2.0% |
| All | +17.4% | -99.8% | +117.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling