+505.7%
SO vs BIL
+30.3%
+475.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.3% |
| 7D | +0.4% | -0.3% | +0.6% | -0.1% |
| 30D | +9.2% | 0.0% | +9.3% | +9.2% |
| 3M | +1.1% | +0.3% | +0.8% | +1.6% |
| 6M | -1.1% | +1.2% | -2.3% | +1.0% |
| YTD | +9.7% | +2.4% | +7.3% | +14.3% |
| 1Y | +5.5% | +3.0% | +2.5% | +11.1% |
| 3Y | +47.0% | +13.1% | +33.9% | +84.5% |
| 5Y | +77.6% | +19.4% | +58.2% | +148.2% |
| 10Y | +181.0% | +25.2% | +155.8% | +337.7% |
| All | +505.7% | +30.3% | +475.4% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling