-53.7%
SMR vs BIL
+20.3%
-74.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.0% |
| 7D | -8.3% | +0.1% | -8.3% | -7.6% |
| 30D | -20.1% | +0.3% | -20.4% | -17.2% |
| 3M | -52.7% | +1.0% | -53.6% | -47.5% |
| 6M | -61.0% | +1.9% | -62.9% | -52.4% |
| YTD | -67.1% | +3.2% | -70.3% | -55.7% |
| 1Y | -79.9% | +3.7% | -83.6% | -71.6% |
| 3Y | +101.7% | +13.8% | +87.9% | +674.5% |
| All | -53.7% | +20.3% | -74.0% | +76.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling