+25.2%
BIL vs SGI
+263.3%
-238.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +0.3% | +5.5% | -5.2% | +0.3% |
| 3M | +0.9% | -3.6% | +4.5% | +0.9% |
| 6M | +1.8% | -15.0% | +16.8% | +1.8% |
| YTD | +2.5% | -23.0% | +25.5% | +2.5% |
| 1Y | +3.7% | -18.4% | +22.1% | +3.7% |
| 3Y | +14.1% | +57.8% | -43.7% | +14.1% |
| 5Y | +19.4% | +51.5% | -32.0% | +19.4% |
| 10Y | +25.2% | +275.2% | -249.9% | +25.3% |
| All | +25.2% | +263.3% | -238.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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