+30.7%
BIL vs SBAC
+576.9%
-546.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.3% |
| 30D | 0.0% | +11.2% | -11.2% | 0.0% |
| 3M | +0.6% | +4.5% | -3.8% | +0.6% |
| 6M | +1.5% | -12.2% | +13.7% | +1.5% |
| YTD | +2.8% | -0.1% | +2.9% | +2.8% |
| 1Y | +3.3% | -0.3% | +3.6% | +3.4% |
| 3Y | +13.5% | -8.7% | +22.2% | +13.5% |
| 5Y | +19.8% | -40.2% | +59.9% | +19.7% |
| 10Y | +25.6% | +97.3% | -71.8% | +26.0% |
| All | +30.7% | +576.9% | -546.1% | +32.0% |
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