-15.7%
STM vs BIL
+19.4%
-35.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.5% |
| 7D | -10.7% | -0.3% | -10.5% | -11.3% |
| 30D | -25.7% | 0.0% | -25.7% | -25.8% |
| 3M | -21.6% | +0.3% | -21.9% | -20.6% |
| 6M | -27.8% | +1.2% | -29.0% | -24.6% |
| YTD | +61.8% | +2.5% | +59.3% | +69.5% |
| 1Y | +78.1% | +3.0% | +75.1% | +87.2% |
| 3Y | +4.9% | +13.2% | -8.3% | -20.8% |
| All | -15.7% | +19.4% | -35.2% | -72.6% |
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