| Metric | SPY | BILPX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 73.0% |
| Cumulative Return | 14.39% | 6.63% |
| CAGR﹪ | 14.51% | 6.68% |
| Sharpe | 0.83 | 0.94 |
| Prob. Sharpe Ratio | 79.61% | 82.71% |
| Smart Sharpe | 0.82 | 0.9 |
| Sortino | 1.22 | 1.42 |
| Smart Sortino | 1.2 | 1.37 |
| Sortino/√2 | 0.86 | 1.01 |
| Smart Sortino/√2 | 0.85 | 0.97 |
| Omega | 1.2 | 1.46 |
| Max Drawdown | -8.88% | -1.53% |
| Max DD Date | 2026-03-30 | 2026-02-05 |
| Max DD Period Start | 2026-01-28 | 2026-01-23 |
| Max DD Period End | 2026-04-13 | 2026-02-17 |
| Longest DD Days | 76 | 59 |
| Volatility (ann.) | 12.86% | 3.02% |
| R^2 | 0.21 | 0.21 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 1.63 | 4.38 |
| Skew | -0.02 | 0.18 |
| Kurtosis | 0.78 | 0.82 |
| Ulcer Performance Index | 6.68 | 15.68 |
| Risk-Adjusted Return | 14.51% | 9.15% |
| Risk-Return Ratio | 0.07 | 0.14 |
| Avg. Return | 0.04% | 0.04% |
| Avg. Win | 0.69% | 0.19% |
| Avg. Loss | -0.73% | -0.2% |
| Win/Loss Ratio | 0.95 | 0.97 |
| Profit Ratio | 1.02 | 0.27 |
| Expected Daily | 0.05% | 0.03% |
| Expected Monthly | 1.04% | 0.49% |
| Expected Yearly | 6.95% | 3.26% |
| Kelly Criterion | 1.29% | 16.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -0.29% |
| Expected Shortfall (cVaR) | -1.66% | -0.37% |
| Max Consecutive Wins | 7 | 5 |
| Max Consecutive Losses | 4 | 3 |
| Gain/Pain Ratio | 0.2 | 0.46 |
| Gain/Pain (1M) | 1.83 | 6.22 |
| Payoff Ratio | 0.95 | 0.97 |
| Profit Factor | 1.2 | 1.46 |
| Common Sense Ratio | 1.19 | 1.91 |
| CPC Index | 0.59 | 0.83 |
| Tail Ratio | 0.99 | 1.31 |
| Outlier Win Ratio | 2.84 | 4.82 |
| Outlier Loss Ratio | 3.01 | 2.03 |
| MTD | 1.47% | 0.94% |
| 3M | 1.46% | 1.8% |
| 6M | 6.94% | 3.25% |
| YTD | 13.33% | 5.04% |
| 1Y | 14.39% | 6.63% |
| 3Y (ann.) | 14.51% | 6.68% |
| 5Y (ann.) | 14.51% | 6.68% |
| 10Y (ann.) | 14.51% | 6.68% |
| All-time (ann.) | 14.51% | 6.68% |
| Best Day | 2.91% | 0.68% |
| Worst Day | -2.58% | -0.48% |
| Best Month | 10.51% | 1.35% |
| Worst Month | -4.94% | -0.57% |
| Best Year | 13.33% | 5.04% |
| Worst Year | 0.94% | 1.51% |
| Avg. Drawdown | -1.74% | -0.38% |
| Avg. Drawdown Days | 14 | 9 |
| Recovery Factor | 1.61 | 4.23 |
| Ulcer Index | 0.02 | 0.0 |
| Serenity Index | 0.94 | 2.76 |
| Avg. Up Month | 2.98% | 0.62% |
| Avg. Down Month | -2.63% | -0.38% |
| Win Days | 52.0% | 58.79% |
| Win Month | 61.54% | 76.92% |
| Win Quarter | 80.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.11 |
| Alpha | - | 0.05 |
| Correlation | - | 45.9% |
| Treynor Ratio | - | 61.54% |
| Year | SPY | BILPX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.94 | 1.51 | 1.61 | + |
| 2026 | 13.33 | 5.04 | 0.38 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-01-23 | 2026-02-17 | -1.53 | 26 |
| 2026-03-03 | 2026-04-07 | -1.24 | 36 |
| 2026-08-17 | 2026-10-14 | -1.04 | 59 |
| 2025-11-13 | 2025-11-24 | -0.77 | 12 |
| 2026-05-13 | 2026-06-12 | -0.75 | 31 |
| 2026-07-29 | 2026-08-04 | -0.47 | 7 |
| 2026-07-07 | 2026-07-23 | -0.47 | 17 |
| 2025-12-01 | 2025-12-02 | -0.38 | 2 |
| 2026-04-09 | 2026-04-13 | -0.38 | 5 |
| 2026-06-29 | 2026-06-30 | -0.37 | 2 |