+263.8%
STLA vs BNS
+322.2%
-58.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +2.2% |
| 7D | +2.6% | +1.5% | +1.0% | +1.3% |
| 30D | -1.2% | +6.0% | -7.2% | -6.2% |
| 3M | -24.8% | +16.3% | -41.1% | -34.0% |
| 6M | -25.6% | +28.8% | -54.3% | -39.8% |
| YTD | -48.9% | +30.0% | -78.9% | -59.3% |
| 1Y | -38.8% | +50.7% | -89.5% | -56.7% |
| 3Y | -64.5% | +125.4% | -189.9% | -82.0% |
| 5Y | -62.4% | +94.2% | -156.7% | -78.3% |
| 10Y | +55.4% | +182.8% | -127.4% | -30.2% |
| All | +263.8% | +322.2% | -58.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling