-41.6%
FIS vs BNS
+48.3%
-89.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -8.9% | -2.2% | -6.7% | -8.8% |
| 30D | -9.9% | +4.5% | -14.4% | -9.8% |
| 3M | 0.0% | +14.9% | -14.9% | -1.0% |
| 6M | -22.9% | +32.5% | -55.4% | -25.0% |
| YTD | -40.9% | +28.6% | -69.5% | -42.0% |
| All | -41.6% | +48.3% | -89.9% | -44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling