+235.0%
STM vs BIL
+30.3%
+204.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | 0.0% | -12.4% | -12.3% |
| 7D | -20.1% | -0.3% | -19.8% | -20.9% |
| 30D | -32.0% | 0.0% | -31.9% | -32.0% |
| 3M | -24.2% | +0.3% | -24.5% | -23.2% |
| 6M | -29.9% | +1.2% | -31.1% | -26.3% |
| YTD | +54.9% | +2.4% | +52.5% | +71.1% |
| 1Y | +68.0% | +3.0% | +65.0% | +90.2% |
| 3Y | -0.1% | +13.1% | -13.3% | +65.1% |
| 5Y | -17.9% | +19.4% | -37.3% | +68.2% |
| 10Y | +392.2% | +25.2% | +367.1% | +1,145.5% |
| All | +235.0% | +30.3% | +204.6% | +711.6% |
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