+7,055.3%
STRL vs BNS
+184.7%
+6,870.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | +8.2% | -1.3% | +9.5% | +9.3% |
| 30D | -6.3% | +4.0% | -10.3% | -9.8% |
| 3M | -41.2% | +13.8% | -55.0% | -47.4% |
| 6M | +20.4% | +32.7% | -12.3% | -4.5% |
| YTD | +61.7% | +27.6% | +34.1% | +32.6% |
| 1Y | +72.7% | +47.4% | +25.3% | +26.2% |
| 3Y | +530.9% | +129.0% | +401.9% | +219.9% |
| 5Y | +2,125.4% | +92.7% | +2,032.7% | +1,181.2% |
| All | +7,055.3% | +184.7% | +6,870.6% | +3,220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling