+30.8%
BIL vs SBAC
+584.1%
-553.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | +3.6% | -3.6% | +0.1% |
| 30D | 0.0% | +4.9% | -4.9% | 0.0% |
| 3M | +0.6% | +6.5% | -5.9% | +0.6% |
| 6M | +1.5% | -11.1% | +12.6% | +1.5% |
| YTD | +2.8% | +0.9% | +1.9% | +2.8% |
| 1Y | +3.3% | -1.6% | +4.9% | +3.3% |
| 3Y | +13.4% | -7.0% | +20.4% | +13.4% |
| 5Y | +19.8% | -39.2% | +59.1% | +19.8% |
| 10Y | +25.7% | +111.4% | -85.7% | +26.1% |
| All | +30.8% | +584.1% | -553.3% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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