+102.9%
SFM vs BNS
+211.8%
-108.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.2% |
| 7D | -0.1% | +1.5% | -1.6% | -0.6% |
| 30D | -4.4% | +6.0% | -10.3% | -6.1% |
| 3M | +1.5% | +16.3% | -14.8% | -3.2% |
| 6M | +6.5% | +28.8% | -22.3% | -1.7% |
| YTD | +2.2% | +30.0% | -27.8% | -6.2% |
| 1Y | -41.9% | +50.7% | -92.6% | -49.1% |
| 3Y | +106.8% | +125.4% | -18.6% | +58.0% |
| 5Y | +231.6% | +94.2% | +137.3% | +164.3% |
| 10Y | +258.4% | +182.8% | +75.6% | +148.7% |
| All | +102.9% | +211.8% | -108.8% | +20.3% |
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