+572.1%
SNPS vs BNS
+187.0%
+385.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -4.6% | -2.2% | -2.4% | -3.5% |
| 30D | -3.3% | +4.5% | -7.8% | -5.5% |
| 3M | -13.8% | +14.9% | -28.6% | -19.8% |
| 6M | -8.2% | +32.5% | -40.7% | -20.5% |
| YTD | -15.4% | +28.6% | -44.1% | -25.9% |
| 1Y | +2.4% | +48.4% | -45.9% | -16.6% |
| 3Y | -13.5% | +130.8% | -144.3% | -44.3% |
| 5Y | +19.5% | +94.8% | -75.3% | -16.4% |
| All | +572.1% | +187.0% | +385.1% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling