+17,134.3%
STRL vs BNS
+1,487.3%
+15,647.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +23.4% | +1.0% | +22.5% | +22.9% |
| 30D | -39.5% | +2.7% | -42.3% | -40.6% |
| 3M | -45.1% | +3.5% | -48.6% | -46.4% |
| 6M | -64.6% | +22.1% | -86.6% | -68.8% |
| YTD | -1.5% | +29.5% | -31.0% | -15.9% |
| 1Y | -20.8% | +40.7% | -61.5% | -35.6% |
| 3Y | +353.1% | +148.6% | +204.5% | +157.6% |
| 5Y | +942.9% | +79.6% | +863.3% | +619.4% |
| 10Y | +3,847.6% | +188.9% | +3,658.8% | +1,974.3% |
| All | +17,134.3% | +1,487.3% | +15,647.0% | +5,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling