+952.8%
STRL vs BNS
+81.8%
+871.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.3% |
| 7D | +7.1% | -3.2% | +10.3% | +10.7% |
| 30D | -39.4% | +5.1% | -44.5% | -41.9% |
| 3M | -43.0% | +6.0% | -48.9% | -45.8% |
| 6M | -65.0% | +23.4% | -88.4% | -70.6% |
| YTD | -0.8% | +30.4% | -31.2% | -19.8% |
| 1Y | -20.3% | +44.0% | -64.3% | -39.9% |
| 3Y | +356.5% | +150.3% | +206.2% | +129.0% |
| 5Y | +952.8% | +83.0% | +869.8% | +571.2% |
| All | +952.8% | +81.8% | +871.0% | +571.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling