-64.8%
FIS vs BNS
+92.5%
-157.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -8.9% | -2.2% | -6.7% | -7.8% |
| 30D | -9.9% | +4.5% | -14.4% | -12.1% |
| 3M | 0.0% | +14.9% | -14.9% | -7.9% |
| 6M | -22.9% | +32.5% | -55.4% | -34.8% |
| YTD | -40.9% | +28.6% | -69.5% | -49.3% |
| 1Y | -40.4% | +48.4% | -88.8% | -53.3% |
| 3Y | -25.4% | +130.8% | -156.2% | -57.0% |
| 5Y | -64.8% | +94.8% | -159.6% | -77.7% |
| All | -64.8% | +92.5% | -157.3% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling