SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL): Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 105 months (from October 2008 to June 2017).

This means that every rolling period of 106 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

SPDR BLMBG BARCLAYS 1-3 MTH T-BILL (BIL) ETF
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 1.22% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SPDR BLMBG BARCLAYS 1-3 MTH T-BILL (BIL) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.38% +15.22%
Dec 1980 - Nov 1981 		-0.15%
Oct 2014 - Sep 2015 		4.60%
84 out of 1828
US Inflation Adjusted +1.29% +30.87%
Jun 1877 - May 1878 		-16.14%
Apr 1946 - Mar 1947 		36.65%
670 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.48% +13.49%
Sep 1980 - Aug 1982 		-0.11%
Nov 2013 - Oct 2015 		3.91%
71 out of 1816
US Inflation Adjusted +1.38% +20.75%
Feb 1877 - Jan 1879 		-12.09%
Mar 1946 - Feb 1948 		34.42%
625 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.44% +12.62%
Aug 1979 - Jul 1982 		-0.10%
Nov 2012 - Oct 2015 		3.55%
64 out of 1804
US Inflation Adjusted +1.36% +16.07%
Jul 1882 - Jun 1885 		-10.74%
Feb 1917 - Jan 1920 		33.98%
613 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.46% +11.82%
Sep 1978 - Aug 1982 		-0.09%
Oct 2011 - Sep 2015 		3.01%
54 out of 1792
US Inflation Adjusted +1.30% +14.95%
Jun 1874 - May 1878 		-10.61%
Jul 1916 - Jun 1920 		33.71%
604 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.51% +11.14%
Nov 1979 - Oct 1984 		-0.08%
Nov 2010 - Oct 2015 		2.36%
42 out of 1780
US Inflation Adjusted +1.43% +15.11%
Jun 1873 - May 1878 		-9.15%
Jul 1915 - Jun 1920 		33.65%
599 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.58% +10.93%
Dec 1978 - Nov 1984 		-0.07%
Nov 2009 - Oct 2015 		1.87%
33 out of 1768
US Inflation Adjusted +1.51% +14.66%
May 1873 - Apr 1879 		-7.36%
Jul 1914 - Jun 1920 		33.71%
596 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.55% +10.49%
Aug 1978 - Jul 1985 		-0.05%
Oct 2008 - Sep 2015 		1.25%
22 out of 1756
US Inflation Adjusted +1.57% +13.60%
May 1872 - Apr 1879 		-6.80%
Feb 1941 - Jan 1948 		32.69%
574 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.57% +10.06%
Apr 1978 - Mar 1986 		-0.04%
Oct 2008 - Sep 2016 		0.57%
10 out of 1744
US Inflation Adjusted +1.48% +12.51%
Apr 1871 - Mar 1879 		-6.36%
Sep 1940 - Aug 1948 		32.57%
568 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.60% +9.61%
Oct 1977 - Sep 1986 		+0.02%
Oct 2008 - Sep 2017 		0.00%
0 out of 1732
US Inflation Adjusted +1.45% +9.72%
Jun 1872 - May 1881 		-5.82%
Sep 1939 - Aug 1948 		33.37%
578 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.62% +9.20%
Nov 1977 - Oct 1987 		+0.16%
Oct 2008 - Sep 2018 		0.00%
0 out of 1720
US Inflation Adjusted +1.46% +9.61%
Jul 1882 - Jun 1892 		-5.31%
Mar 1941 - Feb 1951 		32.91%
566 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.66% +9.04%
Nov 1978 - Oct 1989 		+0.19%
Apr 1934 - Mar 1945 		0.00%
0 out of 1708
US Inflation Adjusted +1.39% +9.57%
Apr 1883 - Mar 1894 		-4.96%
Dec 1940 - Nov 1951 		30.21%
516 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.70% +8.96%
Sep 1978 - Aug 1990 		+0.21%
Apr 1934 - Mar 1946 		0.00%
0 out of 1696
US Inflation Adjusted +1.32% +9.85%
Apr 1873 - Mar 1885 		-4.63%
Jun 1939 - May 1951 		28.36%
481 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.73% +8.80%
Mar 1978 - Feb 1991 		+0.22%
Apr 1934 - Mar 1947 		0.00%
0 out of 1684
US Inflation Adjusted +1.27% +9.82%
Jul 1872 - Jun 1885 		-4.34%
Aug 1939 - Jul 1952 		26.96%
454 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.70% +8.58%
Oct 1977 - Sep 1991 		+0.24%
Dec 1933 - Nov 1947 		0.00%
0 out of 1672
US Inflation Adjusted +1.25% +9.80%
Jul 1872 - Jun 1886 		-3.94%
May 1939 - Apr 1953 		25.36%
424 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.71% +8.33%
Nov 1976 - Oct 1991 		+0.29%
Jan 1933 - Dec 1947 		0.00%
0 out of 1660
US Inflation Adjusted +1.21% +9.31%
Apr 1871 - Mar 1886 		-3.92%
Jun 1933 - May 1948 		24.58%
408 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.73% +8.15%
Dec 1973 - Nov 1989 		+0.34%
Sep 1932 - Aug 1948 		0.00%
0 out of 1648
US Inflation Adjusted +1.20% +8.96%
Apr 1873 - Mar 1889 		-3.60%
May 1933 - Apr 1949 		23.06%
380 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.70% +8.14%
Aug 1973 - Jul 1990 		+0.38%
Jan 1932 - Dec 1948 		0.00%
0 out of 1636
US Inflation Adjusted +1.19% +8.99%
Jun 1872 - May 1889 		-3.47%
Jan 1935 - Dec 1951 		22.19%
363 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.69% +8.07%
Mar 1973 - Feb 1991 		+0.42%
Jan 1932 - Dec 1949 		0.00%
0 out of 1624
US Inflation Adjusted +1.21% +8.78%
May 1872 - Apr 1890 		-3.52%
Jun 1933 - May 1951 		21.49%
349 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.65% +7.93%
Jan 1973 - Dec 1991 		+0.46%
Jan 1932 - Dec 1950 		0.00%
0 out of 1612
US Inflation Adjusted +1.26% +8.96%
May 1873 - Apr 1892 		-3.35%
May 1933 - Apr 1952 		20.78%
335 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +4.64% +7.73%
Jul 1972 - Jun 1992 		+0.52%
Jan 1932 - Dec 1951 		0.00%
0 out of 1600
US Inflation Adjusted +1.30% +8.88%
May 1872 - Apr 1892 		-3.14%
May 1933 - Apr 1953 		20.63%
330 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the SPDR Blmbg Barclays 1-3 Mth T-Bill (BIL) ETF: Historical Returns page.