+929.0%
STZ vs BNS
+1,492.9%
-564.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.9% | +1.5% | -3.5% | -2.6% |
| 30D | -1.9% | +6.0% | -7.8% | -4.5% |
| 3M | -6.2% | +16.3% | -22.6% | -12.5% |
| 6M | -14.0% | +28.8% | -42.8% | -23.2% |
| YTD | -5.1% | +30.0% | -35.1% | -15.8% |
| 1Y | -9.6% | +50.7% | -60.3% | -24.8% |
| 3Y | -47.2% | +125.4% | -172.6% | -63.5% |
| 5Y | -33.6% | +94.2% | -127.8% | -51.8% |
| 10Y | -9.8% | +182.8% | -192.6% | -45.8% |
| All | +929.0% | +1,492.9% | -564.0% | +230.2% |
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