+51.6%
BILL vs SPY
+164.6%
-113.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | -1.1% |
| 7D | +8.2% | +0.1% | +8.1% | +7.8% |
| 30D | +20.0% | -3.3% | +23.4% | +26.2% |
| 3M | +12.1% | -2.4% | +14.5% | +16.0% |
| 6M | +28.6% | +2.6% | +26.1% | +22.0% |
| YTD | -1.3% | +11.2% | -12.6% | -17.4% |
| 1Y | +18.0% | +13.4% | +4.6% | -4.1% |
| 3Y | -3.9% | +79.9% | -83.8% | -62.2% |
| 5Y | -84.3% | +72.2% | -156.5% | -92.8% |
| All | +51.6% | +164.6% | -113.0% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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