+1,863.5%
SGI vs BNS
+948.9%
+914.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.5% |
| 7D | +9.3% | +1.8% | +7.5% | +7.7% |
| 30D | +6.9% | +4.5% | +2.4% | +2.3% |
| 3M | +2.8% | +15.8% | -12.9% | -10.1% |
| 6M | -12.6% | +31.5% | -44.1% | -31.3% |
| YTD | -21.5% | +28.6% | -50.1% | -37.2% |
| 1Y | -18.8% | +48.2% | -66.9% | -42.5% |
| 3Y | +60.8% | +130.8% | -70.0% | -24.1% |
| 5Y | +60.0% | +94.9% | -34.9% | -12.8% |
| 10Y | +267.8% | +179.6% | +88.3% | +47.5% |
| All | +1,863.5% | +948.9% | +914.7% | +371.3% |
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