+118.5%
SPOT vs BIL
+19.8%
+98.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +2.5% | +0.1% | +2.5% | +2.4% |
| 30D | +15.1% | 0.0% | +15.1% | +15.1% |
| 3M | +24.8% | +0.6% | +24.2% | +23.1% |
| 6M | +45.8% | +1.5% | +44.3% | +41.1% |
| YTD | +4.9% | +2.8% | +2.1% | -0.9% |
| 1Y | -1.3% | +3.3% | -4.6% | -7.0% |
| 3Y | +257.7% | +13.4% | +244.3% | +213.2% |
| 5Y | +118.5% | +19.8% | +98.7% | +83.7% |
| All | +118.5% | +19.8% | +98.7% | +83.7% |
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 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