+192.9%
SO vs BIL
+26.1%
+166.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | +4.9% | +0.3% | +4.6% | +4.2% |
| 3M | +0.8% | +0.9% | -0.2% | -1.3% |
| 6M | +0.6% | +1.8% | -1.3% | -3.4% |
| YTD | +8.7% | +3.1% | +5.5% | +1.5% |
| 1Y | +4.0% | +3.7% | +0.3% | -4.1% |
| 3Y | +50.6% | +13.8% | +36.8% | +15.7% |
| 5Y | +77.5% | +20.2% | +57.3% | +17.5% |
| All | +192.9% | +26.1% | +166.8% | +88.7% |
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 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