+1.8%
SLB vs BNS
+150.0%
-148.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +2.6% | +1.0% | +1.6% | +2.2% |
| 30D | +4.4% | +2.7% | +1.6% | +3.3% |
| 3M | -2.7% | +3.5% | -6.2% | -4.1% |
| 6M | -7.5% | +22.1% | -29.6% | -15.5% |
| YTD | +34.8% | +29.5% | +5.3% | +19.8% |
| 1Y | +44.6% | +40.7% | +3.9% | +23.7% |
| All | +1.8% | +150.0% | -148.1% | -33.9% |
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