+10.7%
SLB vs BIL
+30.4%
-19.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.3% |
| 3M | -0.3% | +0.9% | -1.3% | +6.0% |
| 6M | +21.3% | +1.8% | +19.5% | +36.6% |
| YTD | +52.3% | +2.4% | +49.9% | +78.1% |
| 1Y | +63.6% | +3.7% | +59.9% | +107.5% |
| 3Y | +3.8% | +14.2% | -10.4% | +148.5% |
| 5Y | +128.6% | +19.4% | +109.2% | +645.7% |
| 10Y | -3.1% | +25.2% | -28.3% | +335.1% |
| All | +10.7% | +30.4% | -19.6% | +295.5% |
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 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