+17.9%
SNPS vs BNS
+93.4%
-75.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -5.5% | -1.3% | -4.2% | -4.8% |
| 30D | -4.5% | +4.0% | -8.5% | -6.7% |
| 3M | -15.5% | +13.8% | -29.3% | -21.7% |
| 6M | -10.1% | +32.7% | -42.7% | -23.6% |
| YTD | -16.3% | +27.6% | -43.9% | -27.6% |
| 1Y | -34.9% | +47.4% | -82.3% | -48.4% |
| 3Y | -14.4% | +129.0% | -143.3% | -48.4% |
| 5Y | +17.9% | +92.7% | -74.8% | -19.7% |
| All | +17.9% | +93.4% | -75.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling