-48.1%
SMR vs BIL
+19.8%
-67.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.6% |
| 30D | -27.5% | 0.0% | -27.5% | -26.6% |
| 3M | -43.1% | +0.6% | -43.7% | -38.2% |
| 6M | -58.4% | +1.5% | -59.9% | -50.2% |
| YTD | -63.2% | +2.8% | -65.9% | -51.5% |
| 1Y | -81.6% | +3.3% | -85.0% | -74.7% |
| 3Y | +149.8% | +13.4% | +136.4% | +837.3% |
| All | -48.1% | +19.8% | -67.9% | +92.4% |
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