+216.6%
SFM vs BNS
+94.7%
+122.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -10.6% | -0.4% | -10.2% | -10.5% |
| 30D | -15.5% | +3.5% | -18.9% | -16.4% |
| 3M | -17.4% | +14.1% | -31.5% | -21.1% |
| 6M | -3.4% | +33.8% | -37.2% | -12.8% |
| YTD | -8.7% | +29.5% | -38.1% | -16.9% |
| 1Y | -47.2% | +48.4% | -95.6% | -54.6% |
| 3Y | +82.7% | +129.6% | -46.9% | +29.3% |
| All | +216.6% | +94.7% | +122.0% | +153.6% |
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