+11.2%
SNPS vs BNS
+52.0%
-40.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | -1.2% |
| 7D | -3.9% | +2.0% | -5.9% | -4.7% |
| 30D | -5.2% | +7.8% | -13.0% | -7.9% |
| 3M | +14.6% | +11.7% | +3.0% | +9.5% |
| 6M | -6.9% | +28.2% | -35.2% | -16.0% |
| YTD | -1.4% | +34.8% | -36.2% | -13.9% |
| 1Y | +11.2% | +51.1% | -39.9% | -3.4% |
| All | +11.2% | +52.0% | -40.8% | -3.4% |
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