+249.8%
STM vs BIL
+30.4%
+219.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.6% |
| 7D | -10.7% | -0.3% | -10.5% | -11.7% |
| 30D | -25.7% | 0.0% | -25.7% | -25.7% |
| 3M | -21.6% | +0.3% | -21.9% | -20.5% |
| 6M | -27.8% | +1.2% | -29.0% | -23.9% |
| YTD | +61.8% | +2.5% | +59.3% | +78.9% |
| 1Y | +78.1% | +3.0% | +75.1% | +101.8% |
| 3Y | +4.9% | +13.2% | -8.3% | +73.6% |
| 5Y | -14.3% | +19.4% | -33.7% | +75.9% |
| 10Y | +414.1% | +25.2% | +388.9% | +1,202.3% |
| All | +249.8% | +30.4% | +219.4% | +748.6% |
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 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