+2.5%
SM vs BNS
+127.2%
-124.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | +20.3% | +4.0% | +16.3% | +19.9% |
| 3M | +22.9% | +13.8% | +9.1% | +20.5% |
| 6M | +47.8% | +32.7% | +15.2% | +38.3% |
| YTD | +107.5% | +27.6% | +79.9% | +96.6% |
| 1Y | +51.7% | +47.4% | +4.3% | +33.3% |
| All | +2.5% | +127.2% | -124.6% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling