+67.4%
SAP vs BIL
+13.4%
+54.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.7% |
| 30D | +8.8% | 0.0% | +8.8% | +9.4% |
| 3M | +12.1% | +0.6% | +11.5% | +15.6% |
| 6M | +34.6% | +1.5% | +33.0% | +46.0% |
| YTD | -2.1% | +2.8% | -4.9% | +18.0% |
| 1Y | -5.5% | +3.3% | -8.9% | +19.7% |
| 3Y | +67.4% | +13.4% | +54.0% | +257.9% |
| All | +67.4% | +13.4% | +54.0% | +257.9% |
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