+5,271.0%
STX vs BIL
+31.3%
+5,239.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +16.8% | +0.1% | +16.8% | +17.3% |
| 30D | -27.0% | +0.3% | -27.4% | -25.8% |
| 3M | -37.9% | +0.9% | -38.8% | -34.8% |
| 6M | -32.5% | +1.8% | -34.3% | -25.6% |
| YTD | +98.6% | +3.1% | +95.5% | +133.4% |
| 1Y | +93.6% | +3.7% | +89.9% | +133.8% |
| 3Y | +699.1% | +13.8% | +685.3% | +1,507.1% |
| 5Y | +481.0% | +20.2% | +460.8% | +1,515.9% |
| 10Y | +2,082.0% | +26.1% | +2,055.9% | +8,105.3% |
| All | +5,271.0% | +31.3% | +5,239.8% | +22,792.5% |
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