+572.1%
SAP vs BIL
+30.8%
+541.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -2.5% | +0.1% | -2.6% | -2.2% |
| 30D | +7.5% | 0.0% | +7.5% | +7.5% |
| 3M | +11.6% | +0.6% | +11.0% | +13.6% |
| 6M | +37.6% | +1.5% | +36.1% | +43.6% |
| YTD | -2.0% | +2.8% | -4.7% | +6.1% |
| 1Y | -6.4% | +3.3% | -9.7% | +2.9% |
| 3Y | +67.7% | +13.4% | +54.3% | +138.0% |
| 5Y | +75.7% | +19.8% | +55.9% | +192.7% |
| 10Y | +229.3% | +25.7% | +203.6% | +535.9% |
| All | +572.1% | +30.8% | +541.3% | +1,214.3% |
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 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