+448.1%
SN vs BNS
+115.9%
+332.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -0.8% |
| 7D | +7.6% | -1.1% | +8.7% | +8.3% |
| 30D | +22.4% | +4.7% | +17.7% | +18.5% |
| 3M | +21.7% | +5.5% | +16.1% | +16.3% |
| 6M | +102.8% | +21.7% | +81.2% | +73.5% |
| YTD | +102.4% | +29.5% | +72.9% | +64.5% |
| 1Y | +139.0% | +41.9% | +97.1% | +81.7% |
| 3Y | +440.4% | +148.5% | +291.9% | +176.5% |
| All | +448.1% | +115.9% | +332.1% | +252.5% |
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