+31.7%
SPGI vs BIL
+13.1%
+18.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | -0.3% | +0.5% | +0.1% |
| 30D | +18.4% | 0.0% | +18.4% | +17.7% |
| 3M | +15.7% | +0.3% | +15.4% | +16.0% |
| 6M | +17.3% | +1.2% | +16.0% | +20.5% |
| YTD | -4.7% | +2.5% | -7.2% | +3.1% |
| 1Y | +1.8% | +3.0% | -1.2% | +13.9% |
| 3Y | +31.7% | +13.2% | +18.5% | +61.7% |
| All | +31.7% | +13.1% | +18.6% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling