+25.0%
BIL vs SPXS
-100.0%
+125.0%
-0.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | +0.8% | -0.5% | +0.3% |
| 3M | +0.9% | -4.7% | +5.7% | +0.9% |
| 6M | +1.8% | -29.6% | +31.5% | +1.8% |
| YTD | +2.4% | -29.8% | +32.3% | +2.5% |
| 1Y | +3.7% | -38.9% | +42.7% | +3.7% |
| 3Y | +14.2% | -79.6% | +93.8% | +14.2% |
| 5Y | +19.4% | -85.9% | +105.3% | +19.5% |
| 10Y | +25.2% | -99.5% | +124.7% | +25.4% |
| All | +25.0% | -100.0% | +125.0% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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