+57.9%
SAP vs BNS
+94.9%
-37.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.2% |
| 7D | -0.3% | +1.8% | -2.1% | -1.1% |
| 30D | +2.6% | +4.5% | -1.9% | +0.1% |
| 3M | +16.3% | +15.8% | +0.5% | +7.0% |
| 6M | +6.4% | +31.5% | -25.1% | -8.9% |
| YTD | -11.4% | +28.6% | -40.0% | -23.5% |
| 1Y | -20.4% | +48.2% | -68.6% | -36.9% |
| 3Y | +56.5% | +130.8% | -74.3% | -6.8% |
| All | +57.9% | +94.9% | -37.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling