+46.0%
SM vs BNS
+49.3%
-3.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | +0.3% |
| 7D | +4.6% | -0.4% | +4.9% | +4.3% |
| 30D | +18.2% | +3.5% | +14.8% | +21.5% |
| 3M | +22.5% | +14.1% | +8.5% | +38.4% |
| 6M | +50.6% | +33.8% | +16.8% | +94.0% |
| YTD | +108.1% | +29.5% | +78.7% | +164.8% |
| 1Y | +46.0% | +48.4% | -2.4% | +86.4% |
| All | +46.0% | +49.3% | -3.3% | +86.4% |
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