+644.6%
STM vs BNS
+187.0%
+457.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.3% |
| 7D | -1.1% | -2.2% | +1.1% | +0.8% |
| 30D | -7.8% | +4.5% | -12.3% | -11.7% |
| 3M | -28.2% | +14.9% | -43.1% | -36.6% |
| 6M | +52.0% | +32.5% | +19.5% | +19.0% |
| YTD | +96.4% | +28.6% | +67.8% | +57.2% |
| 1Y | +98.8% | +48.4% | +50.5% | +40.2% |
| 3Y | +18.3% | +130.8% | -112.5% | -44.0% |
| 5Y | +17.7% | +94.8% | -77.1% | -35.2% |
| All | +644.6% | +187.0% | +457.6% | +218.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling