+25.7%
BIL vs SGI
+356.4%
-330.8%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | 0.0% |
| 7D | +0.1% | -3.9% | +4.0% | +0.1% |
| 30D | 0.0% | +0.9% | -1.0% | 0.0% |
| 3M | +0.6% | -2.9% | +3.5% | +0.6% |
| 6M | +1.5% | -9.0% | +10.5% | +1.5% |
| YTD | +2.8% | -29.2% | +32.0% | +2.8% |
| 1Y | +3.3% | -32.3% | +35.6% | +3.3% |
| 3Y | +13.4% | +72.4% | -59.0% | +13.4% |
| 5Y | +19.8% | +50.6% | -30.8% | +19.9% |
| 10Y | +25.7% | +335.2% | -309.6% | +25.7% |
| All | +25.7% | +356.4% | -330.8% | +25.7% |
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