+47.6%
BILL vs SPY
+158.4%
-110.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.5% |
| 7D | +8.5% | -2.7% | +11.2% | +13.1% |
| 30D | +19.1% | -5.4% | +24.5% | +29.6% |
| 3M | +11.5% | -4.1% | +15.6% | +18.6% |
| 6M | +41.4% | +0.7% | +40.7% | +38.2% |
| YTD | -3.9% | +8.7% | -12.6% | -16.5% |
| 1Y | +18.1% | +10.9% | +7.2% | -0.5% |
| 3Y | -14.7% | +75.0% | -89.7% | -64.9% |
| 5Y | -84.3% | +67.8% | -152.1% | -92.5% |
| All | +47.6% | +158.4% | -110.8% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling