+338.6%
SPGI vs BIL
+26.1%
+312.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +14.3% | +0.3% | +14.0% | +14.1% |
| 3M | +14.5% | +0.9% | +13.6% | +14.2% |
| 6M | +17.3% | +1.8% | +15.4% | +17.0% |
| YTD | -4.6% | +3.1% | -7.7% | -4.5% |
| 1Y | +0.8% | +3.7% | -2.9% | +1.0% |
| 3Y | +28.8% | +13.8% | +15.0% | +16.1% |
| 5Y | +14.0% | +20.2% | -6.3% | -11.9% |
| All | +338.6% | +26.1% | +312.5% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling