+907.1%
SO vs BNS
+1,492.9%
-585.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -0.6% |
| 30D | -4.6% | +6.0% | -10.5% | -6.1% |
| 3M | -3.0% | +16.3% | -19.4% | -7.0% |
| 6M | -8.3% | +28.8% | -37.0% | -14.4% |
| YTD | +3.5% | +30.0% | -26.4% | -3.8% |
| 1Y | -0.9% | +50.7% | -51.6% | -11.6% |
| 3Y | +45.4% | +125.4% | -80.0% | +15.8% |
| 5Y | +59.6% | +94.2% | -34.6% | +31.1% |
| 10Y | +156.6% | +182.8% | -26.2% | +86.8% |
| All | +907.1% | +1,492.9% | -585.9% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling