+185.2%
SITM vs BNS
+94.7%
+90.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.9% | +4.7% |
| 7D | +3.9% | -0.4% | +4.2% | +4.4% |
| 30D | -6.6% | +3.5% | -10.0% | -10.4% |
| 3M | -11.9% | +14.1% | -25.9% | -25.1% |
| 6M | +81.1% | +33.8% | +47.4% | +27.3% |
| YTD | +80.0% | +29.5% | +50.5% | +30.9% |
| 1Y | +145.8% | +48.4% | +97.4% | +51.5% |
| 3Y | +475.9% | +129.6% | +346.3% | +104.9% |
| All | +185.2% | +94.7% | +90.6% | +30.2% |
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