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

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 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 April 2024

The annualized return of the last 10 years has been 1.26% (updated at Apr 30, 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 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +4.38% +15.22%
Dec 1980 - Nov 1981
-0.15%
Oct 2014 - Sep 2015
4.59%
84 out of 1829
US Inflation Adjusted +1.30% +30.87%
Jun 1877 - May 1878
-16.14%
Apr 1946 - Mar 1947
36.63%
670 out of 1829
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)

Swipe left to see all data
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 1817
US Inflation Adjusted +1.38% +20.75%
Feb 1877 - Jan 1879
-12.09%
Mar 1946 - Feb 1948
34.45%
626 out of 1817
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)

Swipe left to see all data
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 1805
US Inflation Adjusted +1.36% +16.07%
Jul 1882 - Jun 1885
-10.74%
Feb 1917 - Jan 1920
34.02%
614 out of 1805
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)

Swipe left to see all data
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 1793
US Inflation Adjusted +1.30% +14.95%
Jun 1874 - May 1878
-10.61%
Jul 1916 - Jun 1920
33.74%
605 out of 1793
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)

Swipe left to see all data
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 1781
US Inflation Adjusted +1.43% +15.11%
Jun 1873 - May 1878
-9.15%
Jul 1915 - Jun 1920
33.69%
600 out of 1781
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)

Swipe left to see all data
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 1769
US Inflation Adjusted +1.51% +14.66%
May 1873 - Apr 1879
-7.36%
Jul 1914 - Jun 1920
33.75%
597 out of 1769
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)

Swipe left to see all data
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 1757
US Inflation Adjusted +1.57% +13.60%
May 1872 - Apr 1879
-6.80%
Feb 1941 - Jan 1948
32.73%
575 out of 1757
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)

Swipe left to see all data
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 1745
US Inflation Adjusted +1.48% +12.51%
Apr 1871 - Mar 1879
-6.36%
Sep 1940 - Aug 1948
32.61%
569 out of 1745
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)

Swipe left to see all data
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 1733
US Inflation Adjusted +1.45% +9.72%
Jun 1872 - May 1881
-5.82%
Sep 1939 - Aug 1948
33.41%
579 out of 1733
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)

Swipe left to see all data
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 1721
US Inflation Adjusted +1.46% +9.61%
Jul 1882 - Jun 1892
-5.31%
Mar 1941 - Feb 1951
32.95%
567 out of 1721
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)

Swipe left to see all data
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 1709
US Inflation Adjusted +1.39% +9.57%
Apr 1883 - Mar 1894
-4.96%
Dec 1940 - Nov 1951
30.25%
517 out of 1709
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)

Swipe left to see all data
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 1697
US Inflation Adjusted +1.32% +9.85%
Apr 1873 - Mar 1885
-4.63%
Jun 1939 - May 1951
28.40%
482 out of 1697
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution