+1,066.1%
STZ vs BNS
+1,498.6%
-432.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -0.9% | -3.2% | +2.3% | +0.4% |
| 30D | +14.9% | +5.1% | +9.8% | +12.4% |
| 3M | +8.4% | +6.0% | +2.5% | +5.3% |
| 6M | +2.8% | +23.4% | -20.5% | -6.6% |
| YTD | +7.5% | +30.4% | -22.9% | -4.9% |
| 1Y | +12.5% | +44.0% | -31.4% | -4.6% |
| 3Y | -35.4% | +150.3% | -185.8% | -57.3% |
| 5Y | -29.3% | +83.0% | -112.3% | -47.4% |
| 10Y | +11.8% | +190.9% | -179.1% | -33.7% |
| All | +1,066.1% | +1,498.6% | -432.5% | +273.0% |
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 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