+2,993.7%
SHOP vs BNS
+188.9%
+2,804.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.3% |
| 7D | -11.2% | -0.4% | -10.8% | -10.9% |
| 30D | -14.4% | +3.5% | -17.8% | -16.5% |
| 3M | +16.6% | +14.1% | +2.5% | +5.5% |
| 6M | -0.6% | +33.8% | -34.3% | -20.0% |
| YTD | -20.0% | +29.5% | -49.4% | -34.0% |
| 1Y | -11.2% | +48.4% | -59.6% | -33.6% |
| 3Y | +99.5% | +129.6% | -30.1% | +8.8% |
| 5Y | -13.2% | +96.1% | -109.3% | -45.6% |
| All | +2,993.7% | +188.9% | +2,804.8% | +1,522.2% |
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