+8,392.2%
STLD vs BNS
+1,486.8%
+6,905.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.5% | +4.5% |
| 7D | -4.7% | -1.1% | -3.6% | -3.7% |
| 30D | -0.9% | +4.7% | -5.7% | -5.1% |
| 3M | -11.9% | +5.5% | -17.4% | -16.5% |
| 6M | +0.9% | +21.7% | -20.8% | -16.3% |
| YTD | +40.4% | +29.5% | +11.0% | +9.8% |
| 1Y | +56.6% | +41.9% | +14.7% | +12.3% |
| 3Y | +125.5% | +148.5% | -23.0% | -6.3% |
| 5Y | +292.8% | +80.3% | +212.6% | +117.5% |
| 10Y | +787.1% | +184.7% | +602.4% | +219.5% |
| All | +8,392.2% | +1,486.8% | +6,905.4% | +782.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling