+260.3%
STT vs BNS
+187.0%
+73.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.0% |
| 7D | -1.4% | -2.2% | +0.8% | +0.6% |
| 30D | +2.2% | +4.5% | -2.3% | -2.3% |
| 3M | +18.8% | +14.9% | +3.9% | +3.8% |
| 6M | +57.9% | +32.5% | +25.5% | +20.5% |
| YTD | +51.0% | +28.6% | +22.4% | +18.1% |
| 1Y | +77.1% | +48.4% | +28.8% | +20.9% |
| 3Y | +199.8% | +130.8% | +69.0% | +30.9% |
| 5Y | +156.0% | +94.8% | +61.2% | +32.8% |
| All | +260.3% | +187.0% | +73.3% | +38.4% |
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