+319.5%
SN vs BNS
+116.8%
+202.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.2% |
| 7D | -9.3% | +1.5% | -10.9% | -10.4% |
| 30D | -4.8% | +6.0% | -10.7% | -9.0% |
| 3M | +40.4% | +16.3% | +24.1% | +24.6% |
| 6M | +50.9% | +28.8% | +22.2% | +23.7% |
| YTD | +54.9% | +30.0% | +25.0% | +25.9% |
| 1Y | +43.0% | +50.7% | -7.7% | +4.5% |
| 3Y | +391.8% | +125.4% | +266.4% | +181.3% |
| All | +319.5% | +116.8% | +202.7% | +169.8% |
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