+25.7%
BIL vs STZ
+11.6%
+14.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +5.3% | -5.3% | +0.1% |
| 30D | 0.0% | +19.6% | -19.6% | 0.0% |
| 3M | +0.6% | +10.0% | -9.3% | +0.6% |
| 6M | +1.5% | -0.3% | +1.8% | +1.5% |
| YTD | +2.8% | +8.6% | -5.8% | +2.8% |
| 1Y | +3.3% | +16.6% | -13.3% | +3.3% |
| 3Y | +13.4% | -34.8% | +48.2% | +13.4% |
| 5Y | +19.8% | -27.8% | +47.7% | +19.8% |
| 10Y | +25.7% | +12.5% | +13.1% | +25.6% |
| All | +25.7% | +11.6% | +14.1% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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