+143.4%
STLD vs BNS
+130.3%
+13.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +2.7% | +1.8% | +0.8% | +1.7% |
| 30D | -8.4% | +4.5% | -12.9% | -10.4% |
| 3M | -9.9% | +15.8% | -25.6% | -16.3% |
| 6M | +33.0% | +31.5% | +1.6% | +15.7% |
| YTD | +42.6% | +28.6% | +14.0% | +25.3% |
| 1Y | +80.8% | +48.2% | +32.6% | +49.0% |
| 3Y | +143.4% | +130.8% | +12.6% | +62.1% |
| All | +143.4% | +130.3% | +13.1% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling