+74.6%
XLK vs BIYA
-99.8%
+174.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -0.4% | -1.3% | +0.9% | -0.4% |
| 30D | -0.5% | -15.9% | +15.5% | -0.5% |
| 3M | +5.0% | -81.2% | +86.2% | +4.6% |
| 6M | +32.9% | -88.2% | +121.1% | +32.9% |
| YTD | +29.0% | -94.1% | +123.1% | +29.6% |
| 1Y | +37.8% | -98.7% | +136.5% | +41.9% |
| All | +74.6% | -99.8% | +174.4% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling