+365.7%
SE vs BIL
+24.9%
+340.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | -0.3% | +2.3% | +2.3% |
| 30D | -20.0% | 0.0% | -20.0% | -20.3% |
| 3M | -31.8% | +0.6% | -32.4% | -33.1% |
| 6M | -15.9% | +1.5% | -17.4% | -19.5% |
| YTD | -40.6% | +2.8% | -43.4% | -46.0% |
| 1Y | -50.7% | +3.3% | -54.0% | -56.4% |
| 3Y | +70.3% | +13.5% | +56.8% | -25.4% |
| 5Y | -78.8% | +19.8% | -98.6% | -96.0% |
| All | +365.7% | +24.9% | +340.8% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling