+1,019.5%
STX vs BIL
+19.4%
+1,000.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.5% |
| 30D | +1.4% | +0.3% | +1.1% | +2.0% |
| 3M | -8.2% | +0.9% | -9.2% | -7.5% |
| 6M | +127.0% | +1.8% | +125.2% | +124.6% |
| YTD | +209.1% | +2.4% | +206.7% | +199.6% |
| 1Y | +365.4% | +3.7% | +361.7% | +333.2% |
| 3Y | +1,135.4% | +14.2% | +1,121.2% | +643.5% |
| All | +1,019.5% | +19.4% | +1,000.1% | +422.4% |
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