+10.0%
S vs BNS
+127.2%
-117.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.7% |
| 30D | -12.6% | +4.0% | -16.6% | -14.2% |
| 3M | +27.6% | +13.8% | +13.8% | +19.8% |
| 6M | +35.5% | +32.7% | +2.8% | +16.6% |
| YTD | +29.6% | +27.6% | +2.0% | +13.6% |
| 1Y | +8.1% | +47.4% | -39.3% | -14.0% |
| All | +10.0% | +127.2% | -117.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling