+30.4%
BIL vs SIRI
+27.9%
+2.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.3% | -2.8% | +3.1% | +0.3% |
| 3M | +0.9% | +5.9% | -5.0% | +0.9% |
| 6M | +1.8% | +31.9% | -30.1% | +1.8% |
| YTD | +2.5% | +48.7% | -46.2% | +2.5% |
| 1Y | +3.7% | +23.2% | -19.5% | +3.7% |
| 3Y | +14.1% | -23.9% | +38.0% | +14.1% |
| 5Y | +19.4% | -43.4% | +62.8% | +19.4% |
| 10Y | +25.3% | -13.6% | +38.9% | +25.3% |
| All | +30.4% | +27.9% | +2.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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