+278.9%
SM vs BNS
+1,492.9%
-1,214.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.3% |
| 7D | +0.1% | +1.5% | -1.5% | -1.6% |
| 30D | +26.3% | +6.0% | +20.4% | +17.4% |
| 3M | +8.7% | +16.3% | -7.7% | -9.8% |
| 6M | +51.7% | +28.8% | +22.9% | +9.6% |
| YTD | +99.0% | +30.0% | +69.1% | +41.6% |
| 1Y | +34.6% | +50.7% | -16.1% | -19.3% |
| 3Y | -7.8% | +125.4% | -133.1% | -66.0% |
| 5Y | +104.8% | +94.2% | +10.5% | -10.8% |
| 10Y | +7.2% | +182.8% | -175.6% | -57.1% |
| All | +278.9% | +1,492.9% | -1,214.1% | -28.1% |
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