+98.3%
STM vs BIL
+3.7%
+94.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.9% |
| 7D | +12.0% | +0.1% | +11.9% | +12.7% |
| 30D | -0.4% | +0.3% | -0.7% | +4.2% |
| 3M | -13.2% | +1.0% | -14.1% | +6.8% |
| 6M | -26.1% | +1.9% | -27.9% | +27.6% |
| YTD | +81.2% | +3.2% | +78.0% | +188.3% |
| 1Y | +98.3% | +3.7% | +94.6% | +228.4% |
| All | +98.3% | +3.7% | +94.6% | +228.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling