+345.3%
SAN vs BNS
+188.9%
+156.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +1.6% |
| 7D | +0.2% | -0.4% | +0.6% | +0.6% |
| 30D | +0.9% | +3.5% | -2.5% | -2.7% |
| 3M | +19.1% | +14.1% | +5.0% | +4.8% |
| 6M | +33.2% | +33.8% | -0.6% | +1.3% |
| YTD | +29.1% | +29.5% | -0.3% | +1.5% |
| 1Y | +50.2% | +48.4% | +1.8% | +3.8% |
| 3Y | +351.0% | +129.6% | +221.4% | +102.9% |
| 5Y | +394.7% | +96.1% | +298.6% | +159.4% |
| All | +345.3% | +188.9% | +156.4% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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