-5.7%
STM vs BIL
+19.8%
-25.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -7.9% | +0.1% | -8.0% | -7.8% |
| 30D | -14.1% | 0.0% | -14.1% | -14.2% |
| 3M | -17.6% | +0.6% | -18.2% | -15.8% |
| 6M | -24.2% | +1.5% | -25.8% | -19.9% |
| YTD | +73.3% | +2.8% | +70.5% | +84.7% |
| 1Y | +90.1% | +3.3% | +86.8% | +103.4% |
| 3Y | +10.3% | +13.4% | -3.1% | -12.1% |
| 5Y | -5.7% | +19.8% | -25.6% | -67.9% |
| All | -5.7% | +19.8% | -25.6% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling