+517.6%
SAP vs BIL
+30.4%
+487.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.8% |
| 7D | -2.9% | +0.1% | -3.0% | -2.7% |
| 30D | +9.0% | +0.3% | +8.7% | +10.0% |
| 3M | +14.9% | +0.9% | +14.0% | +18.0% |
| 6M | +11.9% | +1.8% | +10.1% | +17.9% |
| YTD | -9.9% | +2.4% | -12.4% | -3.4% |
| 1Y | -19.5% | +3.7% | -23.3% | -10.6% |
| 3Y | +61.8% | +14.2% | +47.6% | +134.1% |
| 5Y | +56.2% | +19.4% | +36.8% | +157.5% |
| 10Y | +180.6% | +25.2% | +155.4% | +435.5% |
| All | +517.6% | +30.4% | +487.2% | +1,096.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling