+11.7%
STM vs BNS
+149.9%
-138.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +1.0% |
| 7D | -7.9% | -1.1% | -6.8% | -6.7% |
| 30D | -14.1% | +4.7% | -18.9% | -17.1% |
| 3M | -17.6% | +5.5% | -23.1% | -21.4% |
| 6M | -24.2% | +21.7% | -45.9% | -36.0% |
| YTD | +73.3% | +29.5% | +43.8% | +37.9% |
| 1Y | +90.1% | +41.9% | +48.2% | +39.7% |
| All | +11.7% | +149.9% | -138.2% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling