+67.8%
SAP vs BNS
+151.8%
-84.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.1% |
| 7D | -2.5% | -3.2% | +0.8% | -1.6% |
| 30D | +7.5% | +5.1% | +2.4% | +5.8% |
| 3M | +11.6% | +6.0% | +5.7% | +9.4% |
| 6M | +37.6% | +23.4% | +14.3% | +26.7% |
| YTD | -2.0% | +30.4% | -32.4% | -12.2% |
| 1Y | -6.4% | +44.0% | -50.3% | -20.0% |
| All | +67.8% | +151.8% | -84.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling