+1,038.6%
SAP vs BNS
+1,476.3%
-437.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.1% |
| 7D | -0.3% | +1.8% | -2.1% | -1.2% |
| 30D | +2.6% | +4.5% | -1.9% | -0.2% |
| 3M | +16.3% | +15.8% | +0.5% | +6.5% |
| 6M | +6.4% | +31.5% | -25.1% | -9.4% |
| YTD | -11.4% | +28.6% | -40.0% | -23.9% |
| 1Y | -20.4% | +48.2% | -68.6% | -36.9% |
| 3Y | +56.5% | +130.8% | -74.3% | -4.0% |
| 5Y | +56.8% | +94.9% | -38.1% | +5.0% |
| 10Y | +176.2% | +179.6% | -3.4% | +46.4% |
| All | +1,038.6% | +1,476.3% | -437.7% | +34.2% |
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