+21.1%
STM vs BNS
+130.3%
-109.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.4% |
| 7D | +5.2% | +1.8% | +3.4% | +3.6% |
| 30D | -7.4% | +4.5% | -11.9% | -11.0% |
| 3M | -30.6% | +15.8% | -46.4% | -39.0% |
| 6M | +66.4% | +31.5% | +34.9% | +31.9% |
| YTD | +101.1% | +28.6% | +72.5% | +61.8% |
| 1Y | +97.4% | +48.2% | +49.2% | +41.1% |
| 3Y | +21.1% | +130.8% | -109.7% | -40.2% |
| All | +21.1% | +130.3% | -109.2% | -40.2% |
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