+18.7%
BILS vs SPY
+145.0%
-126.3%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +0.3% | -0.9% | +1.2% | +0.3% |
| 3M | +0.9% | +3.9% | -3.0% | +0.9% |
| 6M | +1.8% | +14.5% | -12.7% | +1.8% |
| YTD | +2.4% | +12.9% | -10.5% | +2.4% |
| 1Y | +3.7% | +19.4% | -15.7% | +3.7% |
| 3Y | +14.2% | +78.5% | -64.3% | +14.2% |
| 5Y | +18.8% | +81.8% | -63.0% | +18.7% |
| All | +18.7% | +145.0% | -126.3% | +18.7% |
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