+87.4%
BNS vs SARO
-22.5%
+109.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -0.4% | -3.1% | +2.7% | +0.1% |
| 30D | +3.5% | -12.2% | +15.7% | +5.6% |
| 3M | +14.1% | -7.4% | +21.4% | +15.4% |
| 6M | +33.8% | -15.3% | +49.0% | +36.5% |
| YTD | +29.5% | -16.2% | +45.6% | +32.4% |
| 1Y | +48.4% | -12.1% | +60.5% | +50.7% |
| All | +87.4% | -22.5% | +109.9% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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