+62.0%
SPG vs BNS
+187.0%
-125.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.6% |
| 7D | -2.2% | -2.2% | 0.0% | -0.3% |
| 30D | -5.8% | +4.5% | -10.2% | -10.1% |
| 3M | -2.8% | +14.9% | -17.7% | -15.4% |
| 6M | +8.9% | +32.5% | -23.6% | -17.2% |
| YTD | +14.3% | +28.6% | -14.3% | -11.1% |
| 1Y | +19.5% | +48.4% | -28.9% | -19.1% |
| 3Y | +106.9% | +130.8% | -23.9% | -10.7% |
| 5Y | +108.7% | +94.8% | +13.9% | +4.0% |
| All | +62.0% | +187.0% | -125.0% | -42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling