+4.6%
SFM vs BNS
+35.5%
-30.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +2.8% |
| 7D | -0.1% | +1.5% | -1.6% | 0.0% |
| 30D | -4.4% | +6.0% | -10.3% | -3.9% |
| 3M | +1.5% | +16.3% | -14.8% | +3.2% |
| All | +4.6% | +35.5% | -30.8% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling