+240.3%
SM vs BNS
+1,485.2%
-1,244.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +9.4% | +0.9% | +8.5% | +8.2% |
| 30D | -14.4% | +2.8% | -17.1% | -17.6% |
| 3M | +1.6% | +3.0% | -1.4% | -4.2% |
| 6M | +6.3% | +23.3% | -16.9% | -18.7% |
| YTD | +78.8% | +29.3% | +49.4% | +25.9% |
| 1Y | +83.1% | +41.7% | +41.5% | +16.2% |
| 3Y | -5.9% | +147.7% | -153.6% | -69.0% |
| 5Y | +4.8% | +79.4% | -74.6% | -51.0% |
| 10Y | +17.5% | +188.5% | -171.0% | -54.6% |
| All | +240.3% | +1,485.2% | -1,244.9% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling