+425.6%
SAN vs BNS
+1,485.2%
-1,059.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +4.0% | +0.9% | +3.1% | +3.2% |
| 30D | -7.8% | +2.8% | -10.6% | -10.2% |
| 3M | -16.4% | +3.0% | -19.4% | -19.2% |
| 6M | +3.5% | +23.3% | -19.7% | -15.2% |
| YTD | +6.7% | +29.3% | -22.7% | -16.0% |
| 1Y | +14.5% | +41.7% | -27.2% | -17.2% |
| 3Y | +243.5% | +147.7% | +95.8% | +45.1% |
| 5Y | +296.2% | +79.4% | +216.8% | +125.7% |
| 10Y | +268.5% | +188.5% | +80.0% | +36.3% |
| All | +425.6% | +1,485.2% | -1,059.6% | -61.6% |
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