+229.1%
STM vs BNS
+1,487.3%
-1,258.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | +16.3% | +1.0% | +15.3% | +15.5% |
| 30D | -6.3% | +2.7% | -9.0% | -7.9% |
| 3M | -14.1% | +3.5% | -17.6% | -16.5% |
| 6M | -19.6% | +22.1% | -41.6% | -31.2% |
| YTD | +80.1% | +29.5% | +50.6% | +46.9% |
| 1Y | +95.4% | +40.7% | +54.7% | +49.2% |
| 3Y | +14.7% | +148.6% | -133.9% | -44.5% |
| 5Y | -5.4% | +79.6% | -85.0% | -40.7% |
| 10Y | +465.5% | +188.9% | +276.6% | +144.9% |
| All | +229.1% | +1,487.3% | -1,258.2% | -74.7% |
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