+262.8%
SGI vs BNS
+188.9%
+73.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | -4.5% | -0.4% | -4.1% | -4.1% |
| 30D | +4.2% | +3.5% | +0.7% | +0.6% |
| 3M | -7.4% | +14.1% | -21.5% | -18.3% |
| 6M | -15.1% | +33.8% | -48.8% | -34.4% |
| YTD | -24.7% | +29.5% | -54.1% | -40.3% |
| 1Y | -21.8% | +48.4% | -70.2% | -45.0% |
| 3Y | +50.0% | +129.6% | -79.6% | -29.9% |
| 5Y | +48.9% | +96.1% | -47.1% | -20.0% |
| All | +262.8% | +188.9% | +73.9% | +58.7% |
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