-78.2%
SE vs BIL
+20.3%
-98.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | +0.1% | -1.5% | -1.7% |
| 30D | -22.3% | +0.3% | -22.6% | -23.2% |
| 3M | -41.8% | +0.9% | -42.8% | -43.8% |
| 6M | -22.4% | +1.8% | -24.2% | -27.4% |
| YTD | -41.6% | +3.1% | -44.7% | -49.5% |
| 1Y | -48.0% | +3.7% | -51.7% | -56.6% |
| 3Y | +63.9% | +13.8% | +50.0% | -49.2% |
| 5Y | -78.2% | +20.2% | -98.4% | -97.7% |
| All | -78.2% | +20.3% | -98.4% | -97.7% |
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 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