+3,476.8%
STX vs BNS
+187.0%
+3,289.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +8.0% | -2.2% | +10.2% | +9.4% |
| 30D | +5.1% | +4.5% | +0.6% | +2.1% |
| 3M | +5.8% | +14.9% | -9.1% | -3.3% |
| 6M | +124.9% | +32.5% | +92.5% | +87.6% |
| YTD | +213.9% | +28.6% | +185.3% | +165.6% |
| 1Y | +350.4% | +48.4% | +302.0% | +247.3% |
| 3Y | +1,314.2% | +130.8% | +1,183.4% | +707.5% |
| 5Y | +1,092.8% | +94.8% | +998.0% | +664.2% |
| All | +3,476.8% | +187.0% | +3,289.8% | +1,837.8% |
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