+75.0%
SPY vs BIL
+13.5%
+61.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | -0.3% | -2.4% | -3.0% |
| 30D | -5.4% | 0.0% | -5.4% | -4.9% |
| 3M | -4.1% | +0.6% | -4.7% | -1.5% |
| 6M | +0.7% | +1.5% | -0.8% | +7.2% |
| YTD | +8.7% | +2.8% | +5.9% | +19.2% |
| 1Y | +10.9% | +3.3% | +7.5% | +23.7% |
| 3Y | +75.0% | +13.5% | +61.5% | +89.0% |
| All | +75.0% | +13.5% | +61.5% | +89.0% |
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