+272.7%
SFM vs BNS
+187.0%
+85.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -8.8% | -2.2% | -6.6% | -8.2% |
| 30D | -14.5% | +4.5% | -18.9% | -15.6% |
| 3M | -16.8% | +14.9% | -31.7% | -20.2% |
| 6M | -5.3% | +32.5% | -37.8% | -13.0% |
| YTD | -9.4% | +28.6% | -38.0% | -16.2% |
| 1Y | -46.2% | +48.4% | -94.5% | -52.4% |
| 3Y | +81.3% | +130.8% | -49.5% | +38.9% |
| 5Y | +211.9% | +94.8% | +117.1% | +150.5% |
| All | +272.7% | +187.0% | +85.7% | +188.8% |
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