+71.6%
SM vs BNS
+52.0%
+19.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.0% | -18.3% | -12.6% |
| 7D | -21.5% | +2.0% | -23.5% | -19.6% |
| 30D | -11.4% | +7.8% | -19.2% | -5.1% |
| 3M | +0.6% | +11.7% | -11.0% | +12.0% |
| 6M | +0.2% | +28.2% | -28.0% | +28.4% |
| YTD | +69.7% | +34.8% | +34.9% | +130.9% |
| 1Y | +71.6% | +51.1% | +20.5% | +143.6% |
| All | +71.6% | +52.0% | +19.6% | +143.6% |
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