+214.8%
SAP vs BIL
+25.6%
+189.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +11.1% | 0.0% | +11.1% | +11.2% |
| 3M | +17.0% | +0.6% | +16.4% | +17.5% |
| 6M | +34.8% | +1.5% | +33.3% | +36.6% |
| YTD | -2.2% | +2.8% | -5.0% | +0.6% |
| 1Y | -6.4% | +3.3% | -9.8% | -3.2% |
| 3Y | +75.1% | +13.5% | +61.7% | +73.3% |
| 5Y | +69.8% | +19.8% | +50.0% | +62.7% |
| All | +214.8% | +25.6% | +189.3% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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