+534.8%
SAN vs BNS
+1,492.9%
-958.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +0.3% |
| 7D | +1.8% | +1.5% | +0.2% | +0.3% |
| 30D | +2.0% | +6.0% | -4.0% | -3.9% |
| 3M | +19.7% | +16.3% | +3.4% | +3.6% |
| 6M | +30.6% | +28.8% | +1.9% | +3.2% |
| YTD | +28.8% | +30.0% | -1.1% | +1.1% |
| 1Y | +57.8% | +50.7% | +7.1% | +7.7% |
| 3Y | +338.1% | +125.4% | +212.7% | +102.0% |
| 5Y | +384.2% | +94.2% | +290.0% | +156.7% |
| 10Y | +353.1% | +182.8% | +170.3% | +71.2% |
| All | +534.8% | +1,492.9% | -958.1% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling