+1.5%
SMR vs BNS
+61.7%
-60.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -6.4% |
| 7D | +4.7% | -2.2% | +6.9% | +7.2% |
| 30D | +3.2% | +4.5% | -1.2% | -2.3% |
| 3M | +9.9% | +14.9% | -5.0% | -6.8% |
| 6M | -15.1% | +32.5% | -47.6% | -38.0% |
| YTD | -27.9% | +28.6% | -56.6% | -45.6% |
| 1Y | -70.2% | +48.4% | -118.6% | -80.7% |
| 3Y | +72.5% | +130.8% | -58.3% | -25.7% |
| All | +1.5% | +61.7% | -60.2% | -54.5% |
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