+1,485.6%
BNS vs SBAC
+16,634.0%
-15,148.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +6.0% | +6.9% | -1.0% | +4.8% |
| 3M | +16.3% | -8.2% | +24.6% | +17.6% |
| 6M | +28.8% | -1.6% | +30.4% | +28.1% |
| YTD | +30.0% | -0.1% | +30.1% | +28.8% |
| 1Y | +50.7% | -0.5% | +51.2% | +49.3% |
| 3Y | +125.4% | -9.1% | +134.5% | +124.5% |
| 5Y | +94.2% | -43.8% | +138.0% | +106.7% |
| 10Y | +182.8% | +80.5% | +102.3% | +149.4% |
| All | +1,485.6% | +16,634.0% | -15,148.4% | +827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling