+499.2%
SO vs BIL
+30.4%
+468.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.9% |
| 30D | +8.1% | 0.0% | +8.1% | +8.1% |
| 3M | +0.2% | +0.3% | -0.1% | +0.8% |
| 6M | +0.4% | +1.2% | -0.9% | +2.6% |
| YTD | +8.5% | +2.5% | +6.0% | +13.2% |
| 1Y | +4.9% | +3.0% | +1.9% | +10.6% |
| 3Y | +47.9% | +13.2% | +34.7% | +85.6% |
| 5Y | +75.7% | +19.4% | +56.2% | +145.7% |
| 10Y | +178.0% | +25.2% | +152.8% | +333.3% |
| All | +499.2% | +30.4% | +468.8% | +704.1% |
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 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