-67.1%
STLA vs BNS
+127.2%
-194.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | +0.4% | -1.3% | +1.7% | +1.3% |
| 30D | -5.2% | +4.0% | -9.2% | -8.1% |
| 3M | -24.9% | +13.8% | -38.6% | -32.2% |
| 6M | -25.2% | +32.7% | -57.9% | -40.1% |
| YTD | -51.4% | +27.6% | -79.0% | -60.3% |
| 1Y | -40.7% | +47.4% | -88.1% | -56.9% |
| All | -67.1% | +127.2% | -194.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling