+443.6%
STX vs BIL
+19.4%
+424.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | -28.5% | -0.3% | -28.2% | -27.9% |
| 30D | -42.9% | 0.0% | -42.9% | -42.0% |
| 3M | -45.9% | +0.3% | -46.2% | -44.8% |
| 6M | -41.3% | +1.2% | -42.5% | -40.1% |
| YTD | +67.9% | +2.5% | +65.5% | +65.5% |
| 1Y | +66.5% | +3.0% | +63.5% | +60.7% |
| 3Y | +588.0% | +13.2% | +574.8% | +318.0% |
| All | +443.6% | +19.4% | +424.2% | +153.0% |
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