+449.1%
SN vs BNS
+117.6%
+331.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.3% |
| 7D | +3.5% | -3.2% | +6.7% | +5.8% |
| 30D | +19.4% | +5.1% | +14.4% | +15.3% |
| 3M | +20.9% | +6.0% | +15.0% | +15.2% |
| 6M | +111.1% | +23.4% | +87.8% | +78.7% |
| YTD | +102.8% | +30.4% | +72.4% | +64.0% |
| 1Y | +146.2% | +44.0% | +102.2% | +85.3% |
| 3Y | +441.4% | +150.3% | +291.1% | +175.6% |
| All | +449.1% | +117.6% | +331.5% | +251.3% |
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