+68.5%
STRL vs BNS
+50.5%
+18.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +7.2% |
| 7D | +3.4% | +1.5% | +1.8% | +1.1% |
| 30D | -9.2% | +6.0% | -15.2% | -16.2% |
| 3M | -51.0% | +16.3% | -67.4% | -60.7% |
| 6M | +15.8% | +27.3% | -11.5% | -20.2% |
| YTD | +58.9% | +28.5% | +30.4% | +8.4% |
| 1Y | +68.5% | +49.0% | +19.5% | +3.5% |
| All | +68.5% | +50.5% | +18.0% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling