+32.7%
BNS vs SUNB
-0.8%
+33.5%
-5.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | -1.4% |
| 7D | -1.3% | +9.4% | -10.7% | -2.3% |
| 30D | +4.0% | -6.9% | +10.9% | +5.1% |
| 3M | +13.8% | -11.3% | +25.1% | +15.6% |
| 6M | +32.7% | -1.8% | +34.4% | +31.7% |
| All | +32.7% | -0.8% | +33.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling