+1,122.7%
STLD vs BNS
+179.9%
+942.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.8% |
| 7D | -2.8% | -1.3% | -1.5% | -1.8% |
| 30D | -10.4% | +4.0% | -14.4% | -13.4% |
| 3M | -10.6% | +13.8% | -24.4% | -20.2% |
| 6M | +32.7% | +32.7% | 0.0% | +3.8% |
| YTD | +42.8% | +27.6% | +15.2% | +15.4% |
| 1Y | +86.9% | +47.4% | +39.5% | +33.2% |
| 3Y | +143.8% | +129.0% | +14.8% | +14.3% |
| 5Y | +293.5% | +92.7% | +200.8% | +115.2% |
| 10Y | +1,122.7% | +182.1% | +940.6% | +415.1% |
| All | +1,122.7% | +179.9% | +942.8% | +415.1% |
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