+113.0%
SM vs BNS
+92.5%
+20.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +2.1% | -2.2% | +4.3% | +3.4% |
| 30D | +18.1% | +4.5% | +13.7% | +14.7% |
| 3M | +17.0% | +14.9% | +2.1% | +6.3% |
| 6M | +55.4% | +32.5% | +22.9% | +26.2% |
| YTD | +108.6% | +28.6% | +79.9% | +72.2% |
| 1Y | +45.7% | +48.4% | -2.7% | +6.3% |
| 3Y | -0.3% | +130.8% | -131.1% | -52.4% |
| 5Y | +113.0% | +94.8% | +18.2% | -0.8% |
| All | +113.0% | +92.5% | +20.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling