+969.7%
SO vs BNS
+1,485.2%
-515.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.4% | +0.9% | +0.4% | +1.1% |
| 30D | +4.7% | +2.8% | +1.9% | +3.9% |
| 3M | +1.7% | +3.0% | -1.3% | +0.7% |
| 6M | +2.2% | +23.3% | -21.1% | -3.6% |
| YTD | +10.0% | +29.3% | -19.4% | +2.2% |
| 1Y | +6.0% | +41.7% | -35.6% | -3.8% |
| 3Y | +54.1% | +147.7% | -93.6% | +19.6% |
| 5Y | +79.6% | +79.4% | +0.3% | +50.6% |
| 10Y | +195.5% | +188.5% | +7.0% | +114.1% |
| All | +969.7% | +1,485.2% | -515.6% | +308.5% |
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