+3,365.1%
SIMO vs BNS
+609.9%
+2,755.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.2% | +9.9% | +9.4% |
| 7D | +4.2% | +1.5% | +2.7% | +3.1% |
| 30D | +4.1% | +6.0% | -1.9% | +0.2% |
| 3M | -12.9% | +16.3% | -29.2% | -20.8% |
| 6M | +110.3% | +28.8% | +81.6% | +78.9% |
| YTD | +178.6% | +30.0% | +148.6% | +134.3% |
| 1Y | +220.0% | +50.7% | +169.3% | +144.8% |
| 3Y | +409.0% | +125.4% | +283.6% | +196.1% |
| 5Y | +277.3% | +94.2% | +183.1% | +136.2% |
| 10Y | +506.6% | +182.8% | +323.8% | +177.1% |
| All | +3,365.1% | +609.9% | +2,755.1% | +966.5% |
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 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