+303.6%
SIMO vs BNS
+94.5%
+209.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.2% | +6.6% |
| 7D | +14.6% | +1.8% | +12.8% | +13.5% |
| 30D | +6.2% | +4.5% | +1.7% | +4.0% |
| 3M | +3.6% | +15.8% | -12.2% | -3.0% |
| 6M | +130.8% | +31.5% | +99.3% | +104.6% |
| YTD | +195.8% | +28.6% | +167.2% | +163.7% |
| 1Y | +225.0% | +48.2% | +176.8% | +171.4% |
| 3Y | +452.3% | +130.8% | +321.5% | +275.3% |
| 5Y | +303.6% | +94.9% | +208.7% | +191.5% |
| All | +303.6% | +94.5% | +209.1% | +191.5% |
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