+13.2%
BIL vs STLA
-74.0%
+87.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | 0.0% |
| 7D | -0.3% | -4.5% | +4.3% | -0.3% |
| 30D | 0.0% | -3.9% | +3.9% | 0.0% |
| 3M | +0.3% | -20.2% | +20.5% | +0.3% |
| 6M | +1.2% | -42.2% | +43.4% | +1.2% |
| YTD | +2.5% | -59.3% | +61.8% | +2.4% |
| 1Y | +3.0% | -56.1% | +59.1% | +3.0% |
| 3Y | +13.2% | -73.7% | +86.8% | +13.3% |
| All | +13.2% | -74.0% | +87.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling