+25.6%
BIL vs SNAP
-79.2%
+104.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.1% | -10.6% | +10.6% | +0.1% |
| 30D | 0.0% | -19.7% | +19.7% | 0.0% |
| 3M | +0.6% | -6.5% | +7.1% | +0.6% |
| 6M | +1.5% | -17.8% | +19.3% | +1.5% |
| YTD | +2.8% | -38.0% | +40.8% | +2.8% |
| 1Y | +3.3% | -42.5% | +45.8% | +3.3% |
| 3Y | +13.4% | -55.8% | +69.2% | +13.4% |
| 5Y | +19.8% | -90.5% | +110.4% | +19.8% |
| All | +25.6% | -79.2% | +104.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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