+186.9%
BNS vs SBAC
+87.1%
+99.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.6% | +0.2% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +3.5% | +2.0% | +1.4% | +3.0% |
| 3M | +14.1% | -8.3% | +22.4% | +15.9% |
| 6M | +33.8% | +0.3% | +33.5% | +32.1% |
| YTD | +29.5% | -2.2% | +31.7% | +28.3% |
| 1Y | +48.4% | -4.6% | +53.0% | +47.9% |
| 3Y | +129.6% | -8.3% | +137.9% | +127.2% |
| 5Y | +96.1% | -42.8% | +138.9% | +116.3% |
| All | +186.9% | +87.1% | +99.8% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling