-14.4%
SMR vs BNS
+62.8%
-77.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.7% | -16.3% | -16.4% |
| 7D | -11.2% | -0.4% | -10.8% | -11.1% |
| 30D | -10.2% | +3.5% | -13.7% | -14.1% |
| 3M | -10.0% | +14.1% | -24.1% | -23.1% |
| 6M | -30.5% | +33.8% | -64.2% | -49.8% |
| YTD | -39.2% | +29.5% | -68.7% | -54.5% |
| 1Y | -75.5% | +48.4% | -123.9% | -84.2% |
| 3Y | +45.4% | +129.6% | -84.2% | -37.5% |
| All | -14.4% | +62.8% | -77.2% | -62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling