+25.4%
BIL vs SFM
+40.3%
-14.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.9% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | -0.3% |
| 30D | 0.0% | -24.8% | +24.8% | 0.0% |
| 3M | +0.6% | -43.7% | +44.3% | +0.6% |
| 6M | +1.5% | -37.3% | +38.8% | +1.5% |
| YTD | +2.8% | -38.4% | +41.1% | +2.8% |
| 1Y | +3.3% | -36.9% | +40.3% | +3.4% |
| 3Y | +13.5% | +20.7% | -7.2% | +13.5% |
| 5Y | +19.8% | +103.5% | -83.7% | +19.7% |
| 10Y | +25.6% | +139.7% | -114.2% | +25.5% |
| All | +25.4% | +40.3% | -14.9% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling