-63.2%
SPCH vs BNS
+15.7%
-78.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.5% | -9.3% |
| 7D | -13.4% | +2.0% | -15.4% | -14.3% |
| 30D | -39.6% | +7.8% | -47.4% | -41.8% |
| 3M | -1.4% | +11.7% | -13.1% | -4.7% |
| All | -63.2% | +15.7% | -78.9% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling