-38.8%
FIS vs BNS
+149.7%
-188.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | -16.7% | +2.8% | -19.5% | -17.7% |
| 3M | -32.3% | +3.0% | -35.3% | -33.1% |
| 6M | -29.1% | +23.3% | -52.3% | -34.7% |
| YTD | -54.1% | +29.3% | -83.5% | -58.6% |
| 1Y | -53.7% | +41.7% | -95.4% | -60.0% |
| 3Y | -38.8% | +147.7% | -186.6% | -60.6% |
| All | -38.8% | +149.7% | -188.5% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling