+19.9%
SM vs BNS
+188.9%
-169.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.1% |
| 7D | +4.6% | -0.4% | +4.9% | +5.0% |
| 30D | +18.2% | +3.5% | +14.8% | +11.1% |
| 3M | +22.5% | +14.1% | +8.5% | -1.2% |
| 6M | +50.6% | +33.8% | +16.8% | -6.8% |
| YTD | +108.1% | +29.5% | +78.7% | +33.3% |
| 1Y | +46.0% | +48.4% | -2.4% | -24.7% |
| 3Y | +2.9% | +129.6% | -126.7% | -75.1% |
| 5Y | +112.6% | +96.1% | +16.5% | -36.5% |
| All | +19.9% | +188.9% | -169.0% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling