+334.3%
SPGI vs BIL
+25.6%
+308.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.9% | +0.1% | -0.9% | -0.8% |
| 30D | +15.5% | 0.0% | +15.5% | +15.3% |
| 3M | +15.7% | +0.6% | +15.1% | +15.3% |
| 6M | +19.1% | +1.5% | +17.6% | +18.8% |
| YTD | -4.1% | +2.8% | -6.8% | -3.9% |
| 1Y | +1.2% | +3.3% | -2.1% | +1.5% |
| 3Y | +31.6% | +13.4% | +18.2% | +19.2% |
| 5Y | +12.4% | +19.8% | -7.4% | -12.1% |
| 10Y | +334.3% | +25.6% | +308.6% | +184.3% |
| All | +334.3% | +25.6% | +308.7% | +184.3% |
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