+16,011.1%
STX vs BNS
+1,552.2%
+14,458.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +7.1% |
| 7D | +2.4% | +1.5% | +0.8% | +1.2% |
| 30D | +1.4% | +6.0% | -4.6% | -2.3% |
| 3M | -8.2% | +16.3% | -24.6% | -16.6% |
| 6M | +127.0% | +28.8% | +98.3% | +93.1% |
| YTD | +209.1% | +30.0% | +179.2% | +160.4% |
| 1Y | +365.4% | +50.7% | +314.7% | +256.2% |
| 3Y | +1,135.4% | +125.4% | +1,010.0% | +621.3% |
| 5Y | +991.5% | +94.2% | +897.3% | +603.2% |
| 10Y | +3,695.8% | +182.8% | +3,513.0% | +1,767.0% |
| All | +16,011.1% | +1,552.2% | +14,458.9% | +2,965.2% |
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