+26.1%
BIL vs SFM
+140.2%
-114.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | +6.0% | -6.0% | +0.1% |
| 30D | +0.3% | -19.5% | +19.8% | +0.4% |
| 3M | +1.0% | -37.0% | +38.0% | +1.0% |
| 6M | +1.9% | -41.0% | +42.9% | +1.9% |
| YTD | +3.2% | -34.6% | +37.8% | +3.2% |
| 1Y | +3.7% | -36.3% | +40.0% | +3.7% |
| 3Y | +13.8% | +24.5% | -10.7% | +13.8% |
| 5Y | +20.3% | +115.9% | -95.6% | +20.2% |
| All | +26.1% | +140.2% | -114.0% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling