+25.6%
BIL vs STT
+211.9%
-186.2%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | 0.0% |
| 7D | +0.1% | +0.9% | -0.9% | +0.1% |
| 30D | 0.0% | -2.3% | +2.3% | 0.0% |
| 3M | +0.6% | -7.0% | +7.6% | +0.6% |
| 6M | +1.5% | +15.5% | -14.0% | +1.5% |
| YTD | +2.8% | +35.6% | -32.8% | +2.8% |
| 1Y | +3.3% | +47.9% | -44.5% | +3.3% |
| 3Y | +13.4% | +181.1% | -167.7% | +13.4% |
| 5Y | +19.8% | +108.2% | -88.4% | +19.8% |
| 10Y | +25.6% | +201.0% | -175.4% | +25.5% |
| All | +25.6% | +211.9% | -186.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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