+412.0%
SN vs BNS
+130.3%
+281.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.7% |
| 7D | +0.1% | +1.8% | -1.7% | -1.2% |
| 30D | -5.6% | +4.5% | -10.1% | -8.8% |
| 3M | +48.1% | +15.8% | +32.3% | +32.4% |
| 6M | +57.6% | +31.5% | +26.2% | +28.5% |
| YTD | +56.5% | +28.6% | +27.9% | +29.1% |
| 1Y | +52.6% | +48.2% | +4.4% | +14.3% |
| 3Y | +412.0% | +130.8% | +281.2% | +193.6% |
| All | +412.0% | +130.3% | +281.7% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling