-14.7%
SHOP vs BNS
+92.5%
-107.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -13.2% | -2.2% | -11.0% | -10.9% |
| 30D | -17.0% | +4.5% | -21.5% | -21.4% |
| 3M | +17.0% | +14.9% | +2.1% | -1.4% |
| 6M | -2.1% | +32.5% | -34.6% | -30.8% |
| YTD | -21.4% | +28.6% | -50.0% | -42.4% |
| 1Y | -11.0% | +48.4% | -59.3% | -45.3% |
| 3Y | +100.9% | +130.8% | -29.9% | -31.8% |
| 5Y | -14.7% | +94.8% | -109.5% | -57.0% |
| All | -14.7% | +92.5% | -107.2% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling