-47.8%
S vs BNS
+87.7%
-135.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +2.0% | +0.9% | +1.0% | +1.5% |
| 30D | -2.7% | +2.8% | -5.5% | -4.1% |
| 3M | -6.9% | +3.0% | -9.9% | -8.9% |
| 6M | +38.1% | +23.3% | +14.8% | +19.2% |
| YTD | +48.0% | +29.3% | +18.7% | +22.2% |
| 1Y | +34.5% | +41.7% | -7.2% | +3.3% |
| 3Y | +38.3% | +147.7% | -109.4% | -32.5% |
| 5Y | -70.9% | +79.4% | -150.3% | -80.6% |
| All | -47.8% | +87.7% | -135.5% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling