+1,077.4%
STX vs BNS
+93.4%
+984.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.5% |
| 7D | +9.6% | -1.3% | +10.9% | +10.4% |
| 30D | +10.6% | +4.0% | +6.6% | +7.5% |
| 3M | +4.8% | +13.8% | -9.0% | -4.4% |
| 6M | +137.3% | +32.7% | +104.6% | +93.5% |
| YTD | +222.5% | +27.6% | +194.9% | +168.9% |
| 1Y | +366.2% | +47.4% | +318.8% | +249.5% |
| 3Y | +1,352.9% | +129.0% | +1,223.9% | +669.3% |
| 5Y | +1,077.4% | +92.7% | +984.7% | +620.0% |
| All | +1,077.4% | +93.4% | +984.1% | +620.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling