-53.2%
S vs BNS
+88.6%
-141.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | -7.7% | +1.5% | -9.3% | -8.7% |
| 30D | -5.3% | +6.0% | -11.3% | -9.2% |
| 3M | +20.3% | +16.3% | +3.9% | +8.2% |
| 6M | +47.4% | +28.8% | +18.6% | +22.6% |
| YTD | +32.5% | +30.0% | +2.6% | +9.0% |
| 1Y | +9.5% | +50.7% | -41.2% | -19.8% |
| 3Y | +15.5% | +125.4% | -109.9% | -39.2% |
| 5Y | -71.2% | +94.2% | -165.4% | -80.4% |
| All | -53.2% | +88.6% | -141.9% | -69.1% |
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