+11.1%
SMR vs BNS
+61.7%
-50.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.0% | +16.3% | +16.4% |
| 7D | +21.4% | +1.8% | +19.6% | +18.7% |
| 30D | +13.8% | +4.5% | +9.4% | +7.8% |
| 3M | +3.9% | +15.8% | -11.9% | -12.7% |
| 6M | -4.2% | +31.5% | -35.7% | -29.5% |
| YTD | -21.1% | +28.6% | -49.7% | -40.4% |
| 1Y | -67.1% | +48.2% | -115.3% | -78.6% |
| 3Y | +88.9% | +130.8% | -41.9% | -18.6% |
| All | +11.1% | +61.7% | -50.6% | -50.2% |
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