+292.8%
STLD vs BNS
+79.0%
+213.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.3% |
| 7D | -4.7% | -1.1% | -3.6% | -3.9% |
| 30D | -0.9% | +4.7% | -5.7% | -4.0% |
| 3M | -11.9% | +5.5% | -17.4% | -15.2% |
| 6M | +0.9% | +21.7% | -20.8% | -12.0% |
| YTD | +40.4% | +29.5% | +11.0% | +17.2% |
| 1Y | +56.6% | +41.9% | +14.7% | +22.7% |
| 3Y | +125.5% | +148.5% | -23.0% | +15.7% |
| 5Y | +292.8% | +80.3% | +212.6% | +169.4% |
| All | +292.8% | +79.0% | +213.8% | +169.4% |
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