+11.1%
SMR vs BIL
+19.4%
-8.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | 0.0% | +15.2% | +15.4% |
| 7D | +21.4% | +0.1% | +21.3% | +22.4% |
| 30D | +13.8% | +0.3% | +13.6% | +17.4% |
| 3M | +3.9% | +0.9% | +3.0% | +14.3% |
| 6M | -4.2% | +1.8% | -6.0% | +14.4% |
| YTD | -21.1% | +2.5% | -23.6% | -1.6% |
| 1Y | -67.1% | +3.7% | -70.8% | -54.1% |
| 3Y | +88.9% | +14.1% | +74.8% | +623.4% |
| All | +11.1% | +19.4% | -8.3% | +290.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling