+8,585.0%
STLD vs BNS
+1,492.9%
+7,092.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -0.6% |
| 7D | +3.1% | +1.5% | +1.6% | +1.7% |
| 30D | -9.0% | +6.0% | -14.9% | -13.8% |
| 3M | -12.4% | +16.3% | -28.7% | -24.0% |
| 6M | +25.5% | +28.8% | -3.3% | -0.9% |
| YTD | +43.6% | +30.0% | +13.7% | +12.3% |
| 1Y | +87.2% | +50.7% | +36.5% | +27.5% |
| 3Y | +135.2% | +125.4% | +9.8% | +6.8% |
| 5Y | +290.9% | +94.2% | +196.6% | +102.6% |
| 10Y | +1,113.5% | +182.8% | +930.6% | +340.7% |
| All | +8,585.0% | +1,492.9% | +7,092.1% | +802.4% |
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 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