-63.2%
STLA vs BNS
+93.4%
-156.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.2% |
| 7D | +0.4% | -1.3% | +1.7% | +1.5% |
| 30D | -5.2% | +4.0% | -9.2% | -8.7% |
| 3M | -24.9% | +13.8% | -38.6% | -33.4% |
| 6M | -25.2% | +32.7% | -57.9% | -42.0% |
| YTD | -51.4% | +27.6% | -79.0% | -61.4% |
| 1Y | -40.7% | +47.4% | -88.1% | -58.6% |
| 3Y | -66.3% | +129.0% | -195.2% | -84.5% |
| 5Y | -63.2% | +92.7% | -155.9% | -80.2% |
| All | -63.2% | +93.4% | -156.6% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling