-0.3%
SPOT vs BIL
+3.0%
-3.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +16.6% | -0.3% | +16.8% | +16.8% |
| 30D | +29.9% | 0.0% | +30.0% | +29.7% |
| 3M | +31.3% | +0.3% | +31.0% | +21.3% |
| 6M | +43.2% | +1.2% | +42.0% | +13.7% |
| YTD | +8.1% | +2.4% | +5.7% | -36.5% |
| 1Y | -0.3% | +3.0% | -3.3% | -35.1% |
| All | -0.3% | +3.0% | -3.3% | -35.1% |
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 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