+27,699.4%
STRL vs BNS
+1,492.9%
+26,206.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +6.9% | +6.5% |
| 7D | +3.4% | +1.5% | +1.8% | +2.3% |
| 30D | -9.2% | +6.0% | -15.2% | -12.8% |
| 3M | -51.0% | +16.3% | -67.4% | -55.6% |
| 6M | +15.8% | +28.8% | -13.0% | -0.9% |
| YTD | +58.9% | +30.0% | +28.9% | +35.3% |
| 1Y | +68.5% | +50.7% | +17.8% | +31.0% |
| 3Y | +485.2% | +125.4% | +359.8% | +253.1% |
| 5Y | +2,005.1% | +94.2% | +1,910.9% | +1,283.9% |
| 10Y | +7,118.0% | +182.8% | +6,935.1% | +3,727.0% |
| All | +27,699.4% | +1,492.9% | +26,206.5% | +9,375.9% |
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 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