+30.3%
BIL vs STRL
+2,025.3%
-1,995.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | +0.1% |
| 30D | +0.3% | -9.2% | +9.6% | +0.3% |
| 3M | +0.9% | -51.0% | +52.0% | +0.9% |
| 6M | +1.8% | +15.8% | -13.9% | +1.8% |
| YTD | +2.4% | +58.9% | -56.4% | +2.5% |
| 1Y | +3.7% | +68.5% | -64.8% | +3.8% |
| 3Y | +14.2% | +485.2% | -471.1% | +14.3% |
| 5Y | +19.4% | +2,005.1% | -1,985.7% | +19.6% |
| 10Y | +25.2% | +7,118.0% | -7,092.7% | +25.5% |
| All | +30.3% | +2,025.3% | -1,995.0% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling