+19.1%
BILS vs SPY
+141.4%
-122.3%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | 0.0% | -3.3% | +3.3% | 0.0% |
| 3M | +0.6% | -2.4% | +3.0% | +0.6% |
| 6M | +1.5% | +2.6% | -1.1% | +1.5% |
| YTD | +2.7% | +11.2% | -8.6% | +2.7% |
| 1Y | +3.3% | +13.4% | -10.1% | +3.3% |
| 3Y | +13.5% | +79.9% | -66.4% | +13.4% |
| 5Y | +19.1% | +72.2% | -53.1% | +19.1% |
| All | +19.1% | +141.4% | -122.3% | +19.0% |
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