+553.4%
SE vs BNS
+125.7%
+427.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -17.1% | +3.5% | -20.5% | -19.1% |
| 3M | +24.0% | +14.1% | +9.9% | +12.7% |
| 6M | +21.0% | +33.8% | -12.8% | -1.4% |
| YTD | -16.7% | +29.5% | -46.2% | -30.5% |
| 1Y | -45.9% | +48.4% | -94.3% | -58.9% |
| 3Y | +177.8% | +129.6% | +48.2% | +53.2% |
| 5Y | -67.4% | +96.1% | -163.4% | -79.1% |
| All | +553.4% | +125.7% | +427.7% | +312.8% |
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