-52.6%
STLA vs BNS
+52.0%
-104.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.5% |
| 7D | -0.6% | +2.0% | -2.6% | -1.5% |
| 30D | +3.6% | +7.8% | -4.2% | +0.6% |
| 3M | -20.6% | +11.7% | -32.3% | -24.2% |
| 6M | -34.3% | +28.2% | -62.6% | -42.4% |
| YTD | -57.3% | +34.8% | -92.1% | -65.1% |
| 1Y | -52.6% | +51.1% | -103.7% | -63.1% |
| All | -52.6% | +52.0% | -104.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling