-85.6%
SMR vs BIL
+3.0%
-88.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -9.5% | -0.3% | -9.3% | -8.6% |
| 30D | -33.2% | 0.0% | -33.2% | -31.0% |
| 3M | -45.9% | +0.3% | -46.2% | -32.6% |
| 6M | -57.9% | +1.2% | -59.1% | -25.0% |
| YTD | -63.8% | +2.4% | -66.2% | -43.0% |
| 1Y | -85.6% | +3.0% | -88.6% | -77.7% |
| All | -85.6% | +3.0% | -88.6% | -77.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling