+388.8%
SIMO vs BNS
+187.6%
+201.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.1% | +0.9% | +3.2% | +3.7% |
| 30D | -24.0% | +2.8% | -26.7% | -24.7% |
| 3M | -31.8% | +3.0% | -34.8% | -32.7% |
| 6M | -36.9% | +23.3% | -60.1% | -42.5% |
| YTD | +84.8% | +29.3% | +55.5% | +63.5% |
| 1Y | +99.0% | +41.7% | +57.3% | +68.5% |
| 3Y | +217.9% | +147.7% | +70.2% | +105.1% |
| 5Y | +171.5% | +79.4% | +92.1% | +101.7% |
| All | +388.8% | +187.6% | +201.2% | +182.2% |
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