-13.1%
SLB vs BIL
+26.1%
-39.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +3.5% | +0.1% | +3.4% | +3.8% |
| 30D | +6.5% | +0.3% | +6.2% | +7.7% |
| 3M | -0.2% | +1.0% | -1.2% | +3.2% |
| 6M | -5.7% | +1.9% | -7.6% | +1.2% |
| YTD | +36.8% | +3.2% | +33.7% | +53.4% |
| 1Y | +45.8% | +3.7% | +42.1% | +66.3% |
| 3Y | +3.4% | +13.8% | -10.5% | +69.4% |
| 5Y | +76.1% | +20.3% | +55.9% | +286.1% |
| All | -13.1% | +26.1% | -39.2% | +68.1% |
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