-12.5%
SPGI vs BIL
+3.7%
-16.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.8% |
| 7D | +0.1% | +0.1% | +0.1% | -0.5% |
| 30D | +8.4% | +0.3% | +8.1% | +5.7% |
| 3M | +11.8% | +0.9% | +10.9% | +6.4% |
| 6M | +5.7% | +1.8% | +3.9% | +2.2% |
| YTD | -9.7% | +2.4% | -12.1% | -7.6% |
| 1Y | -12.5% | +3.7% | -16.2% | -4.7% |
| All | -12.5% | +3.7% | -16.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling