+1,326.4%
SU vs BNS
+1,486.6%
-160.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | +8.4% | +3.5% | +5.0% | +4.4% |
| 3M | +12.1% | +14.1% | -2.0% | -1.6% |
| 6M | +19.7% | +33.8% | -14.1% | -9.8% |
| YTD | +58.4% | +29.5% | +29.0% | +22.3% |
| 1Y | +67.2% | +48.4% | +18.8% | +13.9% |
| 3Y | +125.0% | +129.6% | -4.6% | +0.2% |
| 5Y | +355.1% | +96.1% | +259.0% | +131.5% |
| 10Y | +263.7% | +186.2% | +77.5% | +38.2% |
| All | +1,326.4% | +1,486.6% | -160.3% | +91.4% |
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 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