+30.4%
BIL vs STRL
+1,004.5%
-974.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | 0.0% |
| 7D | -0.3% | -26.9% | +26.6% | -0.3% |
| 30D | 0.0% | -52.7% | +52.7% | 0.0% |
| 3M | +0.3% | -52.8% | +53.2% | +0.3% |
| 6M | +1.2% | -71.5% | +72.7% | +1.2% |
| YTD | +2.5% | -17.4% | +19.9% | +2.5% |
| 1Y | +3.0% | -35.0% | +38.0% | +3.0% |
| 3Y | +13.2% | +239.2% | -226.1% | +13.2% |
| 5Y | +19.4% | +830.2% | -810.7% | +19.6% |
| 10Y | +25.2% | +3,574.7% | -3,549.5% | +25.5% |
| All | +30.4% | +1,004.5% | -974.1% | +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