+4,441.9%
STX vs BIL
+30.4%
+4,411.6%
-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% | -1.0% |
| 7D | -28.5% | -0.3% | -28.2% | -29.5% |
| 30D | -42.9% | 0.0% | -42.9% | -42.9% |
| 3M | -45.9% | +0.3% | -46.2% | -44.9% |
| 6M | -41.3% | +1.2% | -42.5% | -37.3% |
| YTD | +67.9% | +2.5% | +65.5% | +90.6% |
| 1Y | +66.5% | +3.0% | +63.5% | +94.7% |
| 3Y | +588.0% | +13.2% | +574.8% | +1,243.7% |
| 5Y | +449.1% | +19.4% | +429.6% | +1,374.4% |
| 10Y | +1,982.8% | +25.2% | +1,957.6% | +7,421.2% |
| All | +4,441.9% | +30.4% | +4,411.6% | +18,587.0% |
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 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