-34.6%
SNPS vs BNS
+52.2%
-86.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | -11.0% | +1.5% | -12.6% | -11.6% |
| 30D | -1.7% | +6.0% | -7.7% | -4.2% |
| 3M | -20.4% | +16.3% | -36.7% | -25.5% |
| 6M | -8.6% | +28.8% | -37.4% | -19.5% |
| YTD | -16.2% | +30.0% | -46.1% | -26.0% |
| 1Y | -34.6% | +50.7% | -85.3% | -46.5% |
| All | -34.6% | +52.2% | -86.8% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling