+31.3%
BIL vs SYY
+313.8%
-282.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.3% | -4.8% | +5.1% | +0.3% |
| 3M | +1.0% | -7.1% | +8.0% | +0.9% |
| 6M | +1.9% | +6.8% | -4.9% | +1.9% |
| YTD | +3.2% | +7.7% | -4.5% | +3.2% |
| 1Y | +3.7% | +5.7% | -2.0% | +3.7% |
| 3Y | +13.8% | +24.6% | -10.7% | +13.9% |
| 5Y | +20.3% | +15.6% | +4.6% | +20.3% |
| 10Y | +26.2% | +87.9% | -61.7% | +26.4% |
| All | +31.3% | +313.8% | -282.5% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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