+128.1%
BNS vs SPY
+75.5%
+52.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -2.2% | -2.0% | -0.2% | -1.1% |
| 30D | +4.5% | -1.7% | +6.1% | +5.5% |
| 3M | +14.9% | +4.7% | +10.2% | +12.0% |
| 6M | +32.5% | +12.5% | +20.0% | +24.2% |
| YTD | +28.6% | +11.7% | +16.9% | +21.0% |
| 1Y | +48.4% | +17.5% | +30.9% | +35.9% |
| All | +128.1% | +75.5% | +52.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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