+604.2%
STT vs BNS
+1,492.9%
-888.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +1.2% |
| 7D | +0.5% | +1.5% | -1.1% | -0.9% |
| 30D | +3.9% | +6.0% | -2.1% | -1.8% |
| 3M | +20.0% | +16.3% | +3.6% | +4.2% |
| 6M | +55.3% | +28.8% | +26.6% | +22.8% |
| YTD | +53.3% | +30.0% | +23.4% | +20.0% |
| 1Y | +74.7% | +50.7% | +24.0% | +19.4% |
| 3Y | +205.8% | +125.4% | +80.4% | +42.4% |
| 5Y | +145.0% | +94.2% | +50.8% | +31.3% |
| 10Y | +266.0% | +182.8% | +83.2% | +41.1% |
| All | +604.2% | +1,492.9% | -888.7% | -36.4% |
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 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