+171.3%
SAP vs BNS
+187.0%
-15.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | -5.1% | -2.2% | -2.9% | -4.0% |
| 30D | -1.8% | +4.5% | -6.3% | -4.3% |
| 3M | +20.9% | +14.9% | +6.0% | +11.6% |
| 6M | +7.0% | +32.5% | -25.5% | -8.8% |
| YTD | -13.7% | +28.6% | -42.4% | -25.6% |
| 1Y | -19.6% | +48.4% | -67.9% | -36.0% |
| 3Y | +52.4% | +130.8% | -78.4% | -6.4% |
| 5Y | +54.4% | +94.8% | -40.4% | +3.8% |
| All | +171.3% | +187.0% | -15.7% | +47.7% |
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 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