+579.5%
SIMO vs BNS
+184.7%
+394.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.5% |
| 7D | +14.5% | -1.3% | +15.8% | +15.1% |
| 30D | +20.4% | +4.0% | +16.4% | +18.1% |
| 3M | +7.1% | +13.8% | -6.7% | +0.8% |
| 6M | +129.2% | +32.7% | +96.6% | +100.9% |
| YTD | +201.9% | +27.6% | +174.3% | +168.3% |
| 1Y | +235.5% | +47.4% | +188.1% | +178.4% |
| 3Y | +463.8% | +129.0% | +334.9% | +276.6% |
| 5Y | +306.7% | +92.7% | +214.0% | +191.1% |
| All | +579.5% | +184.7% | +394.7% | +307.8% |
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