+49.0%
BNS vs RJF
+7.8%
+41.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.8% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +6.0% | -1.3% | +7.2% | +6.2% |
| 3M | +16.3% | +18.9% | -2.5% | +12.6% |
| 6M | +27.3% | +15.0% | +12.3% | +23.5% |
| YTD | +28.5% | +12.2% | +16.3% | +24.4% |
| 1Y | +49.0% | +5.6% | +43.4% | +45.1% |
| All | +49.0% | +7.8% | +41.2% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling