+25.6%
BIL vs STRL
+4,310.8%
-4,285.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.0% | -14.9% | 0.0% |
| 7D | +0.1% | -13.3% | +13.4% | +0.1% |
| 30D | 0.0% | -43.3% | +43.3% | 0.0% |
| 3M | +0.6% | -46.9% | +47.5% | +0.6% |
| 6M | +1.5% | -65.6% | +67.1% | +1.5% |
| YTD | +2.8% | -5.1% | +7.9% | +2.8% |
| 1Y | +3.3% | -23.1% | +26.4% | +3.3% |
| 3Y | +13.4% | +346.8% | -333.4% | +13.4% |
| 5Y | +19.8% | +907.2% | -887.4% | +19.8% |
| 10Y | +25.6% | +3,988.2% | -3,962.5% | +25.8% |
| All | +25.6% | +4,310.8% | -4,285.1% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling