+30.3%
BIL vs SRE
+394.7%
-364.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +0.3% | -0.7% | +1.1% | +0.3% |
| 3M | +0.9% | -6.3% | +7.3% | +0.9% |
| 6M | +1.8% | -10.7% | +12.5% | +1.8% |
| YTD | +2.4% | -3.5% | +5.9% | +2.4% |
| 1Y | +3.7% | +5.3% | -1.6% | +3.7% |
| 3Y | +14.2% | +31.8% | -17.6% | +14.2% |
| 5Y | +19.4% | +47.4% | -27.9% | +19.5% |
| 10Y | +25.2% | +120.6% | -95.3% | +25.5% |
| All | +30.3% | +394.7% | -364.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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