+73.6%
SLB vs BNS
+81.7%
-8.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +2.6% | +1.0% | +1.6% | +2.0% |
| 30D | +4.4% | +2.7% | +1.6% | +2.8% |
| 3M | -2.7% | +3.5% | -6.2% | -4.9% |
| 6M | -7.5% | +22.1% | -29.6% | -18.0% |
| YTD | +34.8% | +29.5% | +5.3% | +15.2% |
| 1Y | +44.6% | +40.7% | +3.9% | +17.6% |
| 3Y | +3.2% | +148.6% | -145.4% | -42.4% |
| 5Y | +73.6% | +79.6% | -6.1% | +10.2% |
| All | +73.6% | +81.7% | -8.1% | +10.2% |
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 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