+26.1%
BIL vs SPG
+113.9%
-87.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.3% | +17.2% | -16.9% | +0.4% |
| 3M | +1.0% | +6.3% | -5.4% | +1.0% |
| 6M | +1.9% | +18.7% | -16.8% | +1.9% |
| YTD | +3.2% | +30.1% | -26.9% | +3.2% |
| 1Y | +3.7% | +32.8% | -29.1% | +3.7% |
| 3Y | +13.8% | +133.6% | -119.7% | +13.9% |
| 5Y | +20.3% | +84.4% | -64.1% | +20.3% |
| All | +26.1% | +113.9% | -87.8% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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