+7.5%
SMR vs BIL
+19.4%
-12.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | +0.1% | +13.0% | +13.9% |
| 30D | +17.8% | +0.3% | +17.5% | +21.4% |
| 3M | +8.1% | +0.9% | +7.2% | +18.9% |
| 6M | -11.1% | +1.8% | -12.9% | +6.1% |
| YTD | -23.7% | +2.5% | -26.2% | -4.8% |
| 1Y | -69.4% | +3.7% | -73.1% | -57.4% |
| 3Y | +82.6% | +14.1% | +68.5% | +600.6% |
| All | +7.5% | +19.4% | -12.0% | +278.9% |
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 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