+589.4%
SE vs BNS
+126.6%
+462.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.1% |
| 7D | -6.1% | +1.5% | -7.6% | -7.1% |
| 30D | -2.5% | +6.0% | -8.4% | -6.4% |
| 3M | +21.7% | +16.3% | +5.4% | +9.2% |
| 6M | +27.0% | +28.8% | -1.8% | +6.1% |
| YTD | -12.1% | +30.0% | -42.1% | -26.8% |
| 1Y | -40.9% | +50.7% | -91.6% | -55.6% |
| 3Y | +191.0% | +125.4% | +65.6% | +62.7% |
| 5Y | -68.3% | +94.2% | -162.5% | -79.6% |
| All | +589.4% | +126.6% | +462.8% | +334.4% |
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