+13.8%
BIL vs STRL
+341.0%
-327.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | +15.7% | -15.6% | +0.1% |
| 30D | +0.3% | -35.5% | +35.8% | +0.3% |
| 3M | +1.0% | -47.1% | +48.1% | +0.9% |
| 6M | +1.9% | -65.8% | +67.6% | +1.9% |
| YTD | +3.2% | -4.5% | +7.7% | +3.2% |
| 1Y | +3.7% | -10.5% | +14.2% | +3.7% |
| 3Y | +13.8% | +340.6% | -326.8% | +13.8% |
| All | +13.8% | +341.0% | -327.2% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling