+4,437.5%
SITM vs BNS
+128.2%
+4,309.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.7% |
| 7D | +3.7% | -1.3% | +5.0% | +5.0% |
| 30D | -14.5% | +4.0% | -18.5% | -17.9% |
| 3M | -10.6% | +13.8% | -24.4% | -21.6% |
| 6M | +65.5% | +32.7% | +32.9% | +24.7% |
| YTD | +67.0% | +27.6% | +39.4% | +30.5% |
| 1Y | +138.6% | +47.4% | +91.2% | +61.4% |
| 3Y | +421.8% | +129.0% | +292.8% | +126.5% |
| 5Y | +172.4% | +92.7% | +79.7% | +43.8% |
| All | +4,437.5% | +128.2% | +4,309.3% | +2,610.5% |
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