+222.9%
SAP vs BIL
+25.6%
+197.3%
-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 | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.5% | 0.0% | +10.6% | +10.6% |
| 3M | +15.2% | +0.6% | +14.6% | +15.6% |
| 6M | +36.7% | +1.5% | +35.2% | +38.5% |
| YTD | -0.6% | +2.8% | -3.3% | +2.5% |
| 1Y | -4.1% | +3.3% | -7.5% | -0.6% |
| 3Y | +73.2% | +13.4% | +59.8% | +72.5% |
| 5Y | +74.1% | +19.8% | +54.3% | +68.4% |
| 10Y | +222.9% | +25.6% | +197.3% | +210.3% |
| All | +222.9% | +25.6% | +197.3% | +210.3% |
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