+447.8%
SN vs BNS
+115.7%
+332.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +3.0% | +2.9% |
| 7D | +1.5% | +0.9% | +0.6% | +0.9% |
| 30D | +21.5% | +2.8% | +18.7% | +19.1% |
| 3M | +20.0% | +3.0% | +17.0% | +16.9% |
| 6M | +119.9% | +23.3% | +96.7% | +86.1% |
| YTD | +102.3% | +29.3% | +73.0% | +64.6% |
| 1Y | +148.0% | +41.7% | +106.3% | +88.8% |
| 3Y | +450.0% | +147.7% | +302.3% | +182.2% |
| All | +447.8% | +115.7% | +332.1% | +252.6% |
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