+30.8%
BIL vs SGI
+999.9%
-969.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -10.5% | +10.6% | +0.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +0.6% | -4.0% | +4.6% | +0.6% |
| 6M | +1.5% | -5.6% | +7.1% | +1.5% |
| YTD | +2.8% | -29.5% | +32.3% | +2.8% |
| 1Y | +3.3% | -31.5% | +34.9% | +3.3% |
| 3Y | +13.4% | +71.6% | -58.2% | +13.5% |
| 5Y | +19.8% | +50.5% | -30.7% | +19.9% |
| 10Y | +25.7% | +333.9% | -308.1% | +25.9% |
| All | +30.8% | +999.9% | -969.1% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling