+139.2%
SLB vs BNS
+94.5%
+44.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.1% |
| 7D | +0.4% | +1.8% | -1.4% | -0.6% |
| 30D | +13.6% | +4.5% | +9.1% | +10.4% |
| 3M | +1.5% | +15.8% | -14.3% | -7.5% |
| 6M | +23.0% | +31.5% | -8.5% | +3.7% |
| YTD | +51.2% | +28.6% | +22.6% | +29.0% |
| 1Y | +63.5% | +48.2% | +15.3% | +27.3% |
| 3Y | +2.5% | +130.8% | -128.3% | -41.4% |
| 5Y | +139.2% | +94.9% | +44.3% | +28.2% |
| All | +139.2% | +94.5% | +44.7% | +28.2% |
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