+175.0%
SIMO vs BNS
+79.0%
+96.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.4% |
| 7D | -16.0% | -1.1% | -14.9% | -15.4% |
| 30D | -35.8% | +4.7% | -40.5% | -36.8% |
| 3M | -26.5% | +5.5% | -32.0% | -28.1% |
| 6M | -33.0% | +21.7% | -54.7% | -38.3% |
| YTD | +84.3% | +29.5% | +54.9% | +64.2% |
| 1Y | +82.0% | +41.9% | +40.1% | +55.3% |
| 3Y | +218.5% | +148.5% | +70.0% | +109.7% |
| 5Y | +175.0% | +80.3% | +94.8% | +106.1% |
| All | +175.0% | +79.0% | +96.0% | +106.1% |
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