+1,077.4%
STZ vs BNS
+1,486.8%
-409.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +5.3% | -1.1% | +6.4% | +5.8% |
| 30D | +19.6% | +4.7% | +14.9% | +17.2% |
| 3M | +10.0% | +5.5% | +4.4% | +7.0% |
| 6M | -0.3% | +21.7% | -21.9% | -8.9% |
| YTD | +8.6% | +29.5% | -20.9% | -3.7% |
| 1Y | +16.6% | +41.9% | -25.3% | -0.6% |
| 3Y | -34.8% | +148.5% | -183.3% | -56.8% |
| 5Y | -27.8% | +80.3% | -108.1% | -45.9% |
| 10Y | +12.5% | +184.7% | -172.2% | -32.7% |
| All | +1,077.4% | +1,486.8% | -409.4% | +277.8% |
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 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