+52.2%
SGI vs BNS
+91.0%
-38.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | +0.6% | -1.3% | +1.9% | +1.6% |
| 30D | +5.5% | +4.0% | +1.5% | +2.0% |
| 3M | -3.6% | +13.8% | -17.4% | -13.4% |
| 6M | -15.0% | +32.7% | -47.7% | -32.0% |
| YTD | -23.0% | +27.6% | -50.6% | -36.6% |
| 1Y | -18.4% | +47.4% | -65.8% | -39.8% |
| 3Y | +57.8% | +129.0% | -71.2% | -18.5% |
| All | +52.2% | +91.0% | -38.8% | -1.6% |
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