+422.5%
STM vs BIL
+25.6%
+396.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.7% | +6.8% |
| 7D | -5.6% | +0.1% | -5.7% | -5.3% |
| 30D | -14.4% | 0.0% | -14.4% | -14.5% |
| 3M | -20.5% | +0.6% | -21.1% | -18.3% |
| 6M | -24.5% | +1.5% | -26.0% | -19.2% |
| YTD | +72.7% | +2.8% | +69.9% | +93.1% |
| 1Y | +91.0% | +3.3% | +87.7% | +118.4% |
| 3Y | +13.5% | +13.4% | +0.1% | +59.2% |
| 5Y | -9.2% | +19.8% | -29.0% | +26.2% |
| 10Y | +422.5% | +25.6% | +396.9% | +940.9% |
| All | +422.5% | +25.6% | +396.9% | +940.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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