+740.9%
STLD vs BNS
+187.6%
+553.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +2.9% | +0.9% | +2.0% | +2.1% |
| 30D | -5.6% | +2.8% | -8.3% | -7.8% |
| 3M | -11.7% | +3.0% | -14.7% | -14.2% |
| 6M | -2.8% | +23.3% | -26.0% | -19.3% |
| YTD | +36.4% | +29.3% | +7.1% | +8.5% |
| 1Y | +50.0% | +41.7% | +8.3% | +10.0% |
| 3Y | +122.3% | +147.7% | -25.4% | -3.3% |
| 5Y | +273.2% | +79.4% | +193.8% | +117.3% |
| All | +740.9% | +187.6% | +553.3% | +286.5% |
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