+2,198.9%
SIMO vs BNS
+606.5%
+1,592.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.5% |
| 7D | +4.1% | +0.9% | +3.2% | +3.6% |
| 30D | -24.0% | +2.8% | -26.7% | -25.0% |
| 3M | -31.8% | +3.0% | -34.8% | -33.1% |
| 6M | -36.9% | +23.3% | -60.1% | -44.5% |
| YTD | +84.8% | +29.3% | +55.5% | +56.2% |
| 1Y | +99.0% | +41.7% | +57.3% | +58.6% |
| 3Y | +217.9% | +147.7% | +70.2% | +74.6% |
| 5Y | +171.5% | +79.4% | +92.1% | +79.8% |
| 10Y | +393.3% | +188.5% | +204.8% | +122.5% |
| All | +2,198.9% | +606.5% | +1,592.4% | +610.7% |
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