+30.8%
BIL vs SPG
+432.7%
-402.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | 0.0% |
| 7D | +0.1% | +5.1% | -5.0% | +0.1% |
| 30D | 0.0% | +16.8% | -16.9% | 0.0% |
| 3M | +0.6% | +5.7% | -5.1% | +0.6% |
| 6M | +1.5% | +17.8% | -16.3% | +1.5% |
| YTD | +2.8% | +30.1% | -27.3% | +2.8% |
| 1Y | +3.3% | +32.8% | -29.5% | +3.4% |
| 3Y | +13.4% | +137.2% | -123.8% | +13.5% |
| 5Y | +19.8% | +81.5% | -61.6% | +19.9% |
| 10Y | +25.6% | +116.5% | -90.9% | +25.7% |
| All | +30.8% | +432.7% | -402.0% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling