+30.3%
BIL vs SM
+17.3%
+13.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +26.3% | -26.0% | +0.3% |
| 3M | +0.9% | +8.7% | -7.7% | +1.0% |
| 6M | +1.8% | +51.7% | -49.8% | +1.9% |
| YTD | +2.4% | +99.0% | -96.6% | +2.5% |
| 1Y | +3.7% | +34.6% | -30.9% | +3.7% |
| 3Y | +14.2% | -7.8% | +21.9% | +14.2% |
| 5Y | +19.4% | +104.8% | -85.4% | +19.5% |
| 10Y | +25.2% | +7.2% | +18.0% | +25.3% |
| All | +30.3% | +17.3% | +13.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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