+293.4%
STLD vs BNS
+94.5%
+198.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +2.7% | +1.8% | +0.8% | +1.4% |
| 30D | -8.4% | +4.5% | -12.9% | -11.2% |
| 3M | -9.9% | +15.8% | -25.6% | -18.7% |
| 6M | +33.0% | +31.5% | +1.6% | +9.7% |
| YTD | +42.6% | +28.6% | +14.0% | +19.3% |
| 1Y | +80.8% | +48.2% | +32.6% | +36.9% |
| 3Y | +143.4% | +130.8% | +12.6% | +30.5% |
| 5Y | +293.4% | +94.9% | +198.5% | +126.6% |
| All | +293.4% | +94.5% | +198.9% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling