+27.5%
SOLS vs BNS
+49.3%
-21.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.3% |
| 30D | -1.0% | +3.5% | -4.4% | -2.3% |
| 3M | -24.1% | +14.1% | -38.2% | -28.8% |
| 6M | -18.0% | +33.8% | -51.7% | -30.1% |
| YTD | +27.1% | +29.5% | -2.4% | +7.9% |
| All | +27.5% | +49.3% | -21.8% | -0.8% |
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