+612.9%
SPYM vs BIL
+30.8%
+582.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -0.6% | +0.1% | -0.6% | -0.3% |
| 30D | -3.7% | 0.0% | -3.6% | -3.7% |
| 3M | -2.7% | +0.6% | -3.3% | -0.6% |
| 6M | +2.2% | +1.5% | +0.7% | +7.9% |
| YTD | +10.9% | +2.8% | +8.1% | +22.3% |
| 1Y | +11.3% | +3.3% | +8.0% | +25.0% |
| 3Y | +76.8% | +13.4% | +63.4% | +177.2% |
| 5Y | +73.5% | +19.8% | +53.7% | +234.9% |
| 10Y | +307.9% | +25.7% | +282.3% | +850.8% |
| All | +612.9% | +30.8% | +582.1% | +1,581.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling