+86.9%
STLD vs BNS
+46.9%
+40.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -1.9% |
| 30D | -10.4% | +4.0% | -14.4% | -12.6% |
| 3M | -10.6% | +13.8% | -24.4% | -18.3% |
| 6M | +32.7% | +32.7% | 0.0% | +7.2% |
| YTD | +42.8% | +27.6% | +15.2% | +17.8% |
| 1Y | +86.9% | +47.4% | +39.5% | +36.0% |
| All | +86.9% | +46.9% | +40.0% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling