+165.5%
SITM vs BNS
+50.5%
+115.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +7.9% |
| 7D | +9.7% | +1.5% | +8.2% | +7.5% |
| 30D | +12.7% | +6.0% | +6.7% | +5.4% |
| 3M | -13.4% | +16.3% | -29.8% | -28.1% |
| 6M | +59.6% | +27.3% | +32.3% | +15.2% |
| YTD | +73.3% | +28.5% | +44.8% | +22.7% |
| 1Y | +165.5% | +49.0% | +116.5% | +42.4% |
| All | +165.5% | +50.5% | +115.1% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling