+72.7%
SPYM vs BIL
+19.8%
+52.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -3.3% | 0.0% | -3.3% | -3.2% |
| 3M | -2.4% | +0.6% | -3.0% | -1.8% |
| 6M | +2.6% | +1.5% | +1.1% | +4.1% |
| YTD | +11.3% | +2.8% | +8.5% | +13.3% |
| 1Y | +13.5% | +3.3% | +10.1% | +15.7% |
| 3Y | +80.3% | +13.4% | +66.9% | +67.2% |
| 5Y | +72.7% | +19.8% | +52.9% | +43.4% |
| All | +72.7% | +19.8% | +52.9% | +43.4% |
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