-78.0%
SE vs BIL
+19.4%
-97.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.0% | -0.3% | +2.3% | +2.7% |
| 30D | -20.0% | 0.0% | -20.0% | -20.5% |
| 3M | -31.8% | +0.3% | -32.1% | -32.8% |
| 6M | -15.9% | +1.2% | -17.1% | -20.1% |
| YTD | -40.6% | +2.5% | -43.1% | -47.7% |
| 1Y | -50.7% | +3.0% | -53.7% | -58.2% |
| 3Y | +70.3% | +13.2% | +57.1% | -46.9% |
| All | -78.0% | +19.4% | -97.4% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling