+236.6%
SAP vs BNS
+187.6%
+49.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | +6.5% | +2.8% | +3.8% | +4.9% |
| 3M | +12.2% | +3.0% | +9.2% | +9.9% |
| 6M | +46.1% | +23.3% | +22.8% | +29.3% |
| YTD | -1.6% | +29.3% | -31.0% | -15.5% |
| 1Y | -5.1% | +41.7% | -46.8% | -22.6% |
| 3Y | +68.4% | +147.7% | -79.4% | -0.5% |
| 5Y | +79.4% | +79.4% | 0.0% | +25.9% |
| All | +236.6% | +187.6% | +49.0% | +90.3% |
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