-49.5%
SMR vs BIL
+19.8%
-69.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | 0.0% | +16.2% | +16.3% |
| 7D | -9.6% | -0.3% | -9.3% | -10.6% |
| 30D | -33.8% | 0.0% | -33.8% | -32.6% |
| 3M | -46.4% | +0.6% | -47.0% | -41.5% |
| 6M | -62.4% | +1.5% | -64.0% | -54.8% |
| YTD | -64.1% | +2.8% | -66.9% | -52.9% |
| 1Y | -84.3% | +3.3% | -87.7% | -78.4% |
| 3Y | +55.8% | +13.5% | +42.3% | +496.9% |
| All | -49.5% | +19.8% | -69.3% | +86.7% |
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 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