+113.8%
SYY vs BNS
+188.9%
-75.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.6% |
| 7D | +3.9% | -0.4% | +4.3% | +4.2% |
| 30D | -1.7% | +3.5% | -5.2% | -4.5% |
| 3M | +5.2% | +14.1% | -8.9% | -4.9% |
| 6M | -0.2% | +33.8% | -34.0% | -19.7% |
| YTD | +15.4% | +29.5% | -14.1% | -5.2% |
| 1Y | +5.6% | +48.4% | -42.8% | -21.6% |
| 3Y | +28.9% | +129.6% | -100.7% | -32.8% |
| 5Y | +24.1% | +96.1% | -72.0% | -28.6% |
| All | +113.8% | +188.9% | -75.1% | -13.9% |
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