+337.3%
STM vs BIL
+30.4%
+306.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +2.0% |
| 7D | +5.8% | +0.1% | +5.7% | +6.2% |
| 30D | -1.0% | +0.3% | -1.3% | +0.4% |
| 3M | -33.3% | +0.9% | -34.2% | -30.5% |
| 6M | +57.4% | +1.8% | +55.5% | +69.8% |
| YTD | +102.2% | +2.4% | +99.7% | +123.5% |
| 1Y | +99.6% | +3.7% | +95.9% | +132.5% |
| 3Y | +14.5% | +14.2% | +0.4% | +96.3% |
| 5Y | +21.4% | +19.4% | +2.0% | +148.6% |
| 10Y | +695.0% | +25.2% | +669.7% | +1,913.8% |
| All | +337.3% | +30.4% | +306.9% | +959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling