+622.1%
SPYM vs BIL
+30.8%
+591.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | +0.1% | -1.0% | -0.6% |
| 30D | -2.4% | 0.0% | -2.4% | -2.3% |
| 3M | -1.1% | +0.6% | -1.7% | +1.0% |
| 6M | +3.3% | +1.5% | +1.8% | +9.0% |
| YTD | +12.4% | +2.8% | +9.6% | +23.9% |
| 1Y | +12.5% | +3.3% | +9.2% | +26.5% |
| 3Y | +79.1% | +13.4% | +65.7% | +180.9% |
| 5Y | +75.7% | +19.8% | +55.9% | +239.1% |
| 10Y | +313.9% | +25.7% | +288.1% | +866.7% |
| All | +622.1% | +30.8% | +591.3% | +1,603.8% |
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