+83.6%
SFM vs BNS
+127.2%
-43.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.8% |
| 7D | -7.2% | -1.3% | -5.9% | -6.9% |
| 30D | -14.3% | +4.0% | -18.3% | -15.0% |
| 3M | -13.7% | +13.8% | -27.5% | -16.1% |
| 6M | -6.0% | +32.7% | -38.7% | -11.6% |
| YTD | -8.2% | +27.6% | -35.8% | -13.2% |
| 1Y | -46.2% | +47.4% | -93.6% | -51.6% |
| All | +83.6% | +127.2% | -43.6% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling