-41.2%
FIS vs BNS
+188.9%
-230.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.4% |
| 7D | -9.0% | -0.4% | -8.6% | -8.7% |
| 30D | -9.0% | +3.5% | -12.5% | -11.0% |
| 3M | -0.5% | +14.1% | -14.6% | -8.4% |
| 6M | -23.1% | +33.8% | -56.9% | -35.8% |
| YTD | -41.5% | +29.5% | -70.9% | -50.3% |
| 1Y | -42.2% | +48.4% | -90.6% | -54.9% |
| 3Y | -26.3% | +129.6% | -155.9% | -56.6% |
| 5Y | -65.2% | +96.1% | -161.3% | -77.6% |
| All | -41.2% | +188.9% | -230.1% | -70.5% |
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 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