+77.1%
XLK vs BIYA
-99.8%
+176.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.3% | +2.7% | -0.4% | +2.3% |
| 30D | -0.1% | -18.7% | +18.7% | -0.1% |
| 3M | +2.1% | -72.0% | +74.2% | +1.7% |
| 6M | +37.2% | -86.4% | +123.6% | +37.0% |
| YTD | +30.8% | -94.2% | +125.0% | +31.5% |
| 1Y | +42.6% | -98.4% | +141.1% | +46.2% |
| All | +77.1% | -99.8% | +176.9% | +83.7% |
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