+175.2%
SO vs BIL
+25.6%
+149.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.0% |
| 30D | +8.1% | 0.0% | +8.1% | +7.9% |
| 3M | +0.2% | +0.6% | -0.4% | -1.5% |
| 6M | +0.4% | +1.5% | -1.1% | -3.5% |
| YTD | +8.5% | +2.8% | +5.7% | +1.3% |
| 1Y | +4.9% | +3.3% | +1.6% | -3.6% |
| 3Y | +47.9% | +13.5% | +34.4% | +9.7% |
| 5Y | +75.7% | +19.8% | +55.9% | +9.8% |
| All | +175.2% | +25.6% | +149.6% | +56.9% |
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