+19.5%
SPG vs BNS
+48.3%
-28.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -2.2% | -2.2% | 0.0% | -1.8% |
| 30D | -5.8% | +4.5% | -10.2% | -6.6% |
| 3M | -2.8% | +14.9% | -17.7% | -6.7% |
| 6M | +8.9% | +32.5% | -23.6% | -0.1% |
| YTD | +14.3% | +28.6% | -14.3% | +5.4% |
| 1Y | +19.5% | +48.4% | -28.9% | +7.3% |
| All | +19.5% | +48.3% | -28.8% | +7.3% |
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 · 6 months rolling