+1.1%
STZ vs BNS
+179.7%
-178.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.9% | -2.2% | +7.1% | +5.9% |
| 30D | +20.9% | +5.1% | +15.8% | +18.1% |
| 3M | +8.0% | +4.7% | +3.2% | +5.2% |
| 6M | -5.3% | +19.0% | -24.3% | -13.4% |
| YTD | +5.9% | +28.2% | -22.2% | -6.7% |
| 1Y | +14.2% | +43.4% | -29.2% | -4.7% |
| 3Y | -37.0% | +143.1% | -180.0% | -59.9% |
| 5Y | -29.7% | +77.3% | -107.0% | -48.5% |
| All | +1.1% | +179.7% | -178.5% | -49.9% |
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