+25.3%
BIL vs STRL
+7,463.3%
-7,438.0%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | +0.1% | +10.1% | -10.0% | +0.1% |
| 30D | +0.3% | -8.2% | +8.5% | +0.3% |
| 3M | +0.9% | -43.7% | +44.6% | +0.9% |
| 6M | +1.8% | +27.1% | -25.3% | +1.8% |
| YTD | +2.5% | +64.0% | -61.5% | +2.5% |
| 1Y | +3.7% | +75.2% | -71.5% | +3.7% |
| 3Y | +14.1% | +539.9% | -525.8% | +14.1% |
| 5Y | +19.4% | +2,133.0% | -2,113.6% | +19.4% |
| 10Y | +25.3% | +7,178.3% | -7,153.0% | +25.4% |
| All | +25.3% | +7,463.3% | -7,438.0% | +25.4% |
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