+128.1%
BNS vs SBAC
-11.3%
+139.4%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | -2.2% | -5.3% | +3.1% | -1.6% |
| 30D | +4.5% | +0.4% | +4.1% | +4.4% |
| 3M | +14.9% | -11.9% | +26.8% | +16.7% |
| 6M | +32.5% | -4.5% | +37.0% | +32.8% |
| YTD | +28.6% | -4.3% | +33.0% | +28.7% |
| 1Y | +48.4% | -3.9% | +52.2% | +48.2% |
| All | +128.1% | -11.3% | +139.4% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling