-53.4%
S vs BNS
+86.7%
-140.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.4% |
| 7D | +0.1% | -2.2% | +2.2% | +1.5% |
| 30D | -11.8% | +4.5% | -16.3% | -14.6% |
| 3M | +33.9% | +14.9% | +19.1% | +21.5% |
| 6M | +40.1% | +32.5% | +7.6% | +14.2% |
| YTD | +32.1% | +28.6% | +3.5% | +9.3% |
| 1Y | +11.0% | +48.4% | -37.3% | -17.8% |
| 3Y | +16.9% | +130.8% | -113.9% | -39.7% |
| 5Y | -68.9% | +94.8% | -163.7% | -78.6% |
| All | -53.4% | +86.7% | -140.1% | -69.0% |
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