+15.7%
STM vs BIL
+14.1%
+1.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +2.4% |
| 7D | +5.8% | +0.1% | +5.7% | +7.3% |
| 30D | -1.0% | +0.3% | -1.3% | +4.5% |
| 3M | -33.3% | +0.9% | -34.2% | -21.1% |
| 6M | +57.4% | +1.8% | +55.5% | +106.9% |
| YTD | +102.2% | +2.4% | +99.7% | +179.8% |
| 1Y | +99.6% | +3.7% | +95.9% | +212.8% |
| All | +15.7% | +14.1% | +1.6% | +274.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling