+799.8%
STLD vs BNS
+188.9%
+610.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.6% |
| 7D | -0.5% | -3.2% | +2.8% | +2.5% |
| 30D | -0.1% | +5.1% | -5.2% | -4.2% |
| 3M | -9.2% | +6.0% | -15.1% | -13.9% |
| 6M | +1.8% | +23.4% | -21.6% | -15.5% |
| YTD | +42.1% | +30.4% | +11.7% | +12.2% |
| 1Y | +58.5% | +44.0% | +14.6% | +14.8% |
| 3Y | +128.2% | +150.3% | -22.1% | -1.5% |
| 5Y | +288.2% | +83.0% | +205.2% | +122.1% |
| 10Y | +799.8% | +190.9% | +608.9% | +310.3% |
| All | +799.8% | +188.9% | +610.9% | +310.3% |
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