+53.3%
BILL vs SPY
+167.1%
-113.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | -0.8% |
| 7D | +4.9% | -0.9% | +5.8% | +6.2% |
| 30D | +23.2% | -2.4% | +25.6% | +27.5% |
| 3M | +10.0% | -1.2% | +11.2% | +11.5% |
| 6M | +31.2% | +3.3% | +27.9% | +23.0% |
| YTD | -0.2% | +12.3% | -12.5% | -17.8% |
| 1Y | +16.9% | +12.4% | +4.4% | -3.8% |
| 3Y | -3.6% | +78.8% | -82.4% | -61.7% |
| 5Y | -83.5% | +75.2% | -158.7% | -92.6% |
| All | +53.3% | +167.1% | -113.7% | -53.6% |
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