+42.1%
SONY vs BNS
+130.5%
-88.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | +1.5% | +3.5% | -1.9% | +0.3% |
| 3M | +13.0% | +14.1% | -1.1% | +7.1% |
| 6M | +11.2% | +33.8% | -22.6% | -2.0% |
| YTD | -6.6% | +29.5% | -36.1% | -16.6% |
| 1Y | -18.1% | +48.4% | -66.5% | -31.1% |
| 3Y | +42.1% | +129.6% | -87.5% | +0.4% |
| All | +42.1% | +130.5% | -88.4% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling