+291.3%
IR vs BNS
+170.6%
+120.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +2.2% |
| 7D | -2.8% | +1.5% | -4.4% | -4.0% |
| 30D | -15.1% | +6.0% | -21.1% | -19.4% |
| 3M | +6.1% | +16.3% | -10.3% | -6.7% |
| 6M | -16.8% | +28.8% | -45.6% | -32.5% |
| YTD | -3.5% | +30.0% | -33.5% | -22.4% |
| 1Y | -3.5% | +50.7% | -54.2% | -31.2% |
| 3Y | +9.5% | +125.4% | -115.9% | -44.7% |
| 5Y | +45.1% | +94.2% | -49.2% | -17.6% |
| All | +291.3% | +170.6% | +120.7% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling