+17,262.9%
STRL vs BNS
+1,498.6%
+15,764.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.5% |
| 7D | +7.1% | -3.2% | +10.3% | +10.0% |
| 30D | -39.4% | +5.1% | -44.5% | -41.3% |
| 3M | -43.0% | +6.0% | -48.9% | -45.2% |
| 6M | -65.0% | +23.4% | -88.4% | -69.4% |
| YTD | -0.8% | +30.4% | -31.2% | -15.7% |
| 1Y | -20.3% | +44.0% | -64.3% | -36.2% |
| 3Y | +356.5% | +150.3% | +206.2% | +158.3% |
| 5Y | +952.8% | +83.0% | +869.8% | +617.6% |
| 10Y | +3,877.1% | +190.9% | +3,686.2% | +1,980.2% |
| All | +17,262.9% | +1,498.6% | +15,764.3% | +5,805.2% |
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 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