+76.4%
SLB vs BIL
+20.3%
+56.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.7% |
| 7D | +3.5% | +0.1% | +3.4% | +3.9% |
| 30D | +6.5% | +0.3% | +6.2% | +8.6% |
| 3M | -0.2% | +1.0% | -1.2% | +5.9% |
| 6M | -5.7% | +1.9% | -7.6% | +6.8% |
| YTD | +36.8% | +3.2% | +33.7% | +67.3% |
| 1Y | +45.8% | +3.7% | +42.1% | +83.2% |
| 3Y | +3.4% | +13.8% | -10.5% | +142.6% |
| All | +76.4% | +20.3% | +56.1% | +681.5% |
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