+227.7%
STM vs BNS
+1,498.6%
-1,270.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +2.9% |
| 7D | +1.4% | -3.2% | +4.7% | +4.6% |
| 30D | -8.4% | +5.1% | -13.4% | -11.6% |
| 3M | -15.8% | +6.0% | -21.8% | -19.7% |
| 6M | -22.8% | +23.4% | -46.2% | -34.5% |
| YTD | +79.4% | +30.4% | +48.9% | +45.5% |
| 1Y | +97.0% | +44.0% | +53.0% | +47.7% |
| 3Y | +14.2% | +150.3% | -136.2% | -45.1% |
| 5Y | -4.5% | +83.0% | -87.5% | -41.0% |
| 10Y | +463.1% | +190.9% | +272.2% | +142.5% |
| All | +227.7% | +1,498.6% | -1,270.9% | -75.0% |
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