+15.1%
BIL vs SN
+659.6%
-644.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | 0.0% |
| 7D | -0.3% | +7.2% | -7.4% | -0.3% |
| 30D | 0.0% | +20.4% | -20.4% | 0.0% |
| 3M | +0.6% | +23.9% | -23.3% | +0.6% |
| 6M | +1.5% | +93.0% | -91.5% | +1.5% |
| YTD | +2.8% | +99.2% | -96.5% | +2.8% |
| 1Y | +3.3% | +142.6% | -139.3% | +3.4% |
| 3Y | +13.5% | +398.8% | -385.3% | +13.5% |
| All | +15.1% | +659.6% | -644.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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