+6,906.6%
STRL vs BNS
+187.0%
+6,719.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.7% |
| 7D | +5.4% | -2.2% | +7.6% | +7.3% |
| 30D | -9.0% | +4.5% | -13.5% | -12.7% |
| 3M | -37.1% | +14.9% | -51.9% | -44.1% |
| 6M | +17.8% | +32.5% | -14.7% | -6.5% |
| YTD | +58.3% | +28.6% | +29.7% | +29.0% |
| 1Y | +61.0% | +48.4% | +12.7% | +17.0% |
| 3Y | +517.8% | +130.8% | +387.0% | +211.1% |
| 5Y | +2,119.0% | +94.8% | +2,024.2% | +1,165.6% |
| All | +6,906.6% | +187.0% | +6,719.6% | +3,129.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling