+47.6%
STLA vs BNS
+187.0%
-139.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.9% |
| 7D | -3.8% | -2.2% | -1.6% | -1.9% |
| 30D | -3.1% | +4.5% | -7.6% | -7.6% |
| 3M | -19.6% | +14.9% | -34.5% | -30.3% |
| 6M | -23.5% | +32.5% | -56.0% | -42.1% |
| YTD | -51.5% | +28.6% | -80.1% | -62.6% |
| 1Y | -39.7% | +48.4% | -88.0% | -59.4% |
| 3Y | -66.3% | +130.8% | -197.1% | -85.4% |
| 5Y | -63.1% | +94.8% | -157.9% | -81.1% |
| All | +47.6% | +187.0% | -139.4% | -46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling