-25.9%
STRL vs BNS
+52.0%
-77.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.0% | -24.4% | -24.7% |
| 7D | -27.1% | +2.0% | -29.1% | -29.2% |
| 30D | -45.8% | +7.8% | -53.6% | -50.9% |
| 3M | -47.6% | +11.7% | -59.3% | -55.4% |
| 6M | -46.4% | +28.2% | -74.7% | -63.3% |
| YTD | -7.4% | +34.8% | -42.1% | -42.4% |
| 1Y | -25.9% | +51.1% | -76.9% | -59.5% |
| All | -25.9% | +52.0% | -77.8% | -59.5% |
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