+570.2%
SAP vs BIL
+30.4%
+539.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -0.7% | -0.3% | -0.4% | -1.4% |
| 30D | +11.1% | 0.0% | +11.1% | +11.1% |
| 3M | +17.0% | +0.3% | +16.7% | +18.1% |
| 6M | +34.8% | +1.2% | +33.6% | +39.7% |
| YTD | -2.2% | +2.5% | -4.7% | +4.9% |
| 1Y | -6.4% | +3.0% | -9.5% | +2.0% |
| 3Y | +75.1% | +13.2% | +62.0% | +146.9% |
| 5Y | +69.8% | +19.4% | +50.4% | +180.1% |
| 10Y | +219.8% | +25.2% | +194.6% | +509.8% |
| All | +570.2% | +30.4% | +539.8% | +1,197.8% |
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