+24.8%
BIL vs STLA
+189.9%
-165.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.1% |
| 5Y | +19.4% | -70.3% | +89.7% | +19.4% |
| 10Y | +25.2% | +23.1% | +2.1% | +25.2% |
| All | +24.8% | +189.9% | -165.0% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling