-3.6%
SMR vs BIL
+19.4%
-23.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.2% |
| 7D | +4.4% | +0.1% | +4.3% | +5.4% |
| 30D | +3.4% | +0.3% | +3.1% | +7.2% |
| 3M | -19.2% | +0.9% | -20.1% | -10.5% |
| 6M | -22.6% | +1.8% | -24.5% | -7.6% |
| YTD | -31.5% | +2.4% | -34.0% | -14.7% |
| 1Y | -73.1% | +3.7% | -76.8% | -62.3% |
| 3Y | +55.0% | +14.2% | +40.8% | +492.6% |
| All | -3.6% | +19.4% | -23.0% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling