+155.9%
SO vs BIL
+25.3%
+130.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.0% | +0.1% | +0.9% | +0.8% |
| 30D | -3.2% | +0.3% | -3.5% | -3.8% |
| 3M | -1.7% | +0.9% | -2.6% | -3.7% |
| 6M | -7.2% | +1.8% | -9.0% | -10.8% |
| YTD | +4.6% | +2.5% | +2.1% | -0.9% |
| 1Y | +1.2% | +3.7% | -2.5% | -6.9% |
| 3Y | +45.3% | +14.1% | +31.2% | +11.4% |
| 5Y | +58.7% | +19.4% | +39.3% | +7.0% |
| 10Y | +155.9% | +25.3% | +130.6% | +69.0% |
| All | +155.9% | +25.3% | +130.6% | +69.0% |
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