+465.1%
STM vs BNS
+187.6%
+277.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +12.0% | +0.9% | +11.1% | +11.2% |
| 30D | -0.4% | +2.8% | -3.1% | -2.3% |
| 3M | -13.2% | +3.0% | -16.2% | -15.5% |
| 6M | -26.1% | +23.3% | -49.3% | -38.3% |
| YTD | +81.2% | +29.3% | +51.8% | +44.6% |
| 1Y | +98.3% | +41.7% | +56.6% | +46.1% |
| 3Y | +16.7% | +147.7% | -131.0% | -47.8% |
| 5Y | -4.8% | +79.4% | -84.2% | -43.6% |
| All | +465.1% | +187.6% | +277.4% | +164.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling