+196.3%
SO vs BIL
+25.6%
+170.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | +7.8% | 0.0% | +7.8% | +7.6% |
| 3M | +2.9% | +0.6% | +2.3% | +1.4% |
| 6M | +2.5% | +1.5% | +1.0% | -1.0% |
| YTD | +10.3% | +2.8% | +7.5% | +3.7% |
| 1Y | +6.4% | +3.3% | +3.0% | -1.2% |
| 3Y | +52.8% | +13.4% | +39.4% | +18.6% |
| 5Y | +78.7% | +19.8% | +58.8% | +19.9% |
| 10Y | +196.3% | +25.7% | +170.6% | +95.6% |
| All | +196.3% | +25.6% | +170.6% | +95.6% |
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