-4.4%
SLB vs BIL
+30.3%
-34.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -7.7% | -0.3% | -7.5% | -9.2% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | 0.0% | +0.3% | -0.3% | +2.0% |
| 6M | -10.4% | +1.2% | -11.6% | -3.2% |
| YTD | +31.5% | +2.4% | +29.0% | +53.6% |
| 1Y | +39.1% | +3.0% | +36.1% | +68.8% |
| 3Y | -5.7% | +13.1% | -18.8% | +112.3% |
| 5Y | +65.4% | +19.4% | +46.0% | +439.3% |
| 10Y | -15.6% | +25.2% | -40.7% | +277.9% |
| All | -4.4% | +30.3% | -34.8% | +240.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling