+78.7%
SO vs BIL
+20.3%
+58.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | +4.7% | +0.3% | +4.4% | +4.2% |
| 3M | +1.7% | +1.0% | +0.7% | +0.4% |
| 6M | +2.2% | +1.9% | +0.3% | 0.0% |
| YTD | +10.0% | +3.2% | +6.8% | +6.5% |
| 1Y | +6.0% | +3.7% | +2.3% | +2.1% |
| 3Y | +54.1% | +13.8% | +40.3% | +52.6% |
| All | +78.7% | +20.3% | +58.5% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling