+145.8%
SITM vs BNS
+49.3%
+96.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +4.8% |
| 7D | +3.9% | -0.4% | +4.2% | +4.4% |
| 30D | -6.6% | +3.5% | -10.0% | -9.9% |
| 3M | -11.9% | +14.1% | -25.9% | -25.0% |
| 6M | +81.1% | +33.8% | +47.4% | +23.8% |
| YTD | +80.0% | +29.5% | +50.5% | +26.2% |
| 1Y | +145.8% | +48.4% | +97.4% | +35.9% |
| All | +145.8% | +49.3% | +96.5% | +35.9% |
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