-66.6%
SE vs BNS
+91.0%
-157.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.4% |
| 7D | -3.6% | -1.3% | -2.3% | -2.5% |
| 30D | -5.3% | +4.0% | -9.3% | -8.8% |
| 3M | +28.1% | +13.8% | +14.3% | +13.2% |
| 6M | +20.7% | +32.7% | -12.0% | -7.4% |
| YTD | -14.8% | +27.6% | -42.4% | -32.1% |
| 1Y | -43.6% | +47.4% | -91.0% | -60.7% |
| 3Y | +184.2% | +129.0% | +55.2% | +25.5% |
| All | -66.6% | +91.0% | -157.6% | -77.1% |
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