+123.8%
STX vs BNS
+52.0%
+71.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -9.6% |
| 7D | -20.2% | +2.0% | -22.2% | -21.0% |
| 30D | -37.2% | +7.8% | -45.0% | -39.6% |
| 3M | -34.1% | +11.7% | -45.7% | -38.2% |
| 6M | -24.5% | +28.2% | -52.7% | -33.7% |
| YTD | +102.9% | +34.8% | +68.2% | +67.6% |
| 1Y | +123.8% | +51.1% | +72.7% | +69.0% |
| All | +123.8% | +52.0% | +71.8% | +69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling