+154.8%
SO vs BNS
+187.0%
-32.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.1% | -2.2% | +1.0% | -0.4% |
| 30D | -3.7% | +4.5% | -8.2% | -5.4% |
| 3M | -5.9% | +14.9% | -20.8% | -10.8% |
| 6M | -7.3% | +32.5% | -39.8% | -16.7% |
| YTD | +3.1% | +28.6% | -25.5% | -6.5% |
| 1Y | -1.0% | +48.4% | -49.4% | -15.1% |
| 3Y | +43.2% | +130.8% | -87.6% | +2.5% |
| 5Y | +59.1% | +94.8% | -35.7% | +19.6% |
| All | +154.8% | +187.0% | -32.2% | +49.1% |
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