+19.7%
BIL vs S
-52.7%
+72.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -0.3% | -13.4% | +13.2% | -0.3% |
| 30D | 0.0% | -14.0% | +14.0% | 0.0% |
| 3M | +0.6% | +4.9% | -4.3% | +0.6% |
| 6M | +1.5% | +42.0% | -40.5% | +1.5% |
| YTD | +2.8% | +45.1% | -42.4% | +2.8% |
| 1Y | +3.3% | +33.1% | -29.7% | +3.3% |
| 3Y | +13.5% | +40.6% | -27.1% | +13.5% |
| 5Y | +19.8% | -67.5% | +87.2% | +19.8% |
| All | +19.7% | -52.7% | +72.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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