+1.5%
STLA vs BNS
+187.6%
-186.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -13.8% | +0.9% | -14.7% | -14.5% |
| 30D | -10.5% | +2.8% | -13.3% | -12.7% |
| 3M | -28.9% | +3.0% | -31.9% | -31.2% |
| 6M | -49.7% | +23.3% | -73.0% | -59.2% |
| YTD | -64.9% | +29.3% | -94.3% | -73.0% |
| 1Y | -64.0% | +41.7% | -105.7% | -74.7% |
| 3Y | -77.4% | +147.7% | -225.2% | -90.8% |
| 5Y | -74.4% | +79.4% | -153.8% | -85.7% |
| All | +1.5% | +187.6% | -186.1% | -58.1% |
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 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