+62.4%
SAP vs BIL
+14.1%
+48.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -2.9% | +0.1% | -3.0% | -2.6% |
| 30D | +9.0% | +0.3% | +8.7% | +10.2% |
| 3M | +14.9% | +0.9% | +14.0% | +19.3% |
| 6M | +11.9% | +1.8% | +10.1% | +23.1% |
| YTD | -9.9% | +2.4% | -12.4% | +3.8% |
| 1Y | -19.5% | +3.7% | -23.3% | +2.0% |
| All | +62.4% | +14.1% | +48.3% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling