+269.4%
STM vs BNS
+1,492.9%
-1,223.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.8% |
| 7D | +5.8% | +1.5% | +4.2% | +4.5% |
| 30D | -1.0% | +6.0% | -7.0% | -5.8% |
| 3M | -33.3% | +16.3% | -49.6% | -40.9% |
| 6M | +57.4% | +28.8% | +28.6% | +29.0% |
| YTD | +102.2% | +30.0% | +72.2% | +64.1% |
| 1Y | +99.6% | +50.7% | +48.9% | +43.8% |
| 3Y | +14.5% | +125.4% | -110.9% | -40.4% |
| 5Y | +21.4% | +94.2% | -72.9% | -28.7% |
| 10Y | +695.0% | +182.8% | +512.1% | +249.0% |
| All | +269.4% | +1,492.9% | -1,223.5% | -71.8% |
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