+9.5%
SPGI vs BIL
+19.4%
-9.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | +8.4% | +0.3% | +8.1% | +8.1% |
| 3M | +11.8% | +0.9% | +10.9% | +11.1% |
| 6M | +5.7% | +1.8% | +3.9% | +5.1% |
| YTD | -9.7% | +2.4% | -12.1% | -10.0% |
| 1Y | -12.5% | +3.7% | -16.2% | -12.6% |
| 3Y | +21.8% | +14.2% | +7.7% | -1.2% |
| All | +9.5% | +19.4% | -9.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling