+1,972.8%
STX vs BNS
+187.6%
+1,785.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +14.6% | +0.9% | +13.7% | +14.1% |
| 30D | -26.0% | +2.8% | -28.7% | -26.9% |
| 3M | -42.6% | +3.0% | -45.6% | -43.7% |
| 6M | -35.3% | +23.3% | -58.5% | -43.4% |
| YTD | +92.5% | +29.3% | +63.1% | +62.4% |
| 1Y | +102.4% | +41.7% | +60.7% | +61.0% |
| 3Y | +673.8% | +147.7% | +526.1% | +322.5% |
| 5Y | +463.1% | +79.4% | +383.7% | +278.9% |
| All | +1,972.8% | +187.6% | +1,785.2% | +914.0% |
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 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