+25.2%
BIL vs SMTC
+504.7%
-479.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.1% | +22.5% | -22.4% | +0.1% |
| 30D | +0.3% | +24.9% | -24.6% | +0.3% |
| 3M | +0.9% | +4.1% | -3.2% | +0.9% |
| 6M | +1.8% | +92.6% | -90.8% | +1.8% |
| YTD | +2.5% | +122.5% | -120.0% | +2.5% |
| 1Y | +3.7% | +166.2% | -162.5% | +3.7% |
| 3Y | +14.1% | +577.2% | -563.1% | +14.1% |
| 5Y | +19.4% | +119.0% | -99.5% | +19.4% |
| 10Y | +25.2% | +527.9% | -502.7% | +25.4% |
| All | +25.2% | +504.7% | -479.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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