+62.5%
SLB vs BIL
+19.4%
+43.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -7.1% | -0.3% | -6.8% | -7.5% |
| 30D | +4.1% | 0.0% | +4.1% | +4.9% |
| 3M | -2.6% | +0.3% | -3.0% | +0.5% |
| 6M | -8.6% | +1.2% | -9.8% | +0.4% |
| YTD | +32.2% | +2.5% | +29.7% | +55.3% |
| 1Y | +40.7% | +3.0% | +37.6% | +70.1% |
| 3Y | -4.5% | +13.2% | -17.7% | +109.0% |
| All | +62.5% | +19.4% | +43.1% | +537.9% |
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