-48.9%
NKE vs BNS
+49.3%
-98.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -4.2% | -0.4% | -3.8% | -4.1% |
| 30D | -8.2% | +3.5% | -11.6% | -8.4% |
| 3M | -19.1% | +14.1% | -33.1% | -21.7% |
| 6M | -32.6% | +33.8% | -66.4% | -37.8% |
| YTD | -40.7% | +29.5% | -70.2% | -44.7% |
| 1Y | -48.9% | +48.4% | -97.3% | -54.9% |
| All | -48.9% | +49.3% | -98.2% | -54.9% |
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 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