+176.2%
SAP vs BIL
+25.3%
+150.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.3% | +0.1% | -0.3% | -0.2% |
| 30D | +2.6% | +0.3% | +2.3% | +2.7% |
| 3M | +16.3% | +0.9% | +15.4% | +16.9% |
| 6M | +6.4% | +1.8% | +4.6% | +8.3% |
| YTD | -11.4% | +2.5% | -13.9% | -9.2% |
| 1Y | -20.4% | +3.7% | -24.1% | -17.8% |
| 3Y | +56.5% | +14.1% | +42.4% | +53.5% |
| 5Y | +56.8% | +19.4% | +37.4% | +48.7% |
| 10Y | +176.2% | +25.3% | +150.9% | +157.7% |
| All | +176.2% | +25.3% | +150.9% | +157.7% |
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