+309.7%
SN vs BNS
+112.8%
+196.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | -3.4% | -1.3% | -2.1% | -2.5% |
| 30D | -9.1% | +4.0% | -13.1% | -11.9% |
| 3M | +31.8% | +13.8% | +18.0% | +18.8% |
| 6M | +52.0% | +32.7% | +19.4% | +22.2% |
| YTD | +51.3% | +27.6% | +23.7% | +24.6% |
| 1Y | +46.9% | +47.4% | -0.5% | +9.0% |
| 3Y | +394.9% | +129.0% | +265.9% | +173.8% |
| All | +309.7% | +112.8% | +196.8% | +167.0% |
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 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