+130.8%
SLB vs BIL
+19.4%
+111.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.4% |
| 7D | +0.8% | +0.1% | +0.7% | +1.4% |
| 30D | +15.8% | +0.3% | +15.5% | +18.5% |
| 3M | -0.3% | +0.9% | -1.3% | +6.6% |
| 6M | +21.3% | +1.8% | +19.5% | +37.3% |
| YTD | +52.3% | +2.4% | +49.9% | +78.3% |
| 1Y | +63.6% | +3.7% | +59.9% | +105.7% |
| 3Y | +3.8% | +14.2% | -10.4% | +154.8% |
| All | +130.8% | +19.4% | +111.4% | +781.1% |
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 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