+104.2%
SPG vs BNS
+93.4%
+10.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -1.7% | -1.3% | -0.4% | -0.9% |
| 30D | -6.3% | +4.0% | -10.3% | -8.8% |
| 3M | -2.4% | +13.8% | -16.2% | -10.6% |
| 6M | +9.6% | +32.7% | -23.0% | -9.1% |
| YTD | +14.2% | +27.6% | -13.4% | -3.2% |
| 1Y | +19.3% | +47.4% | -28.1% | -8.5% |
| 3Y | +106.7% | +129.0% | -22.3% | +15.1% |
| 5Y | +104.2% | +92.7% | +11.5% | +30.3% |
| All | +104.2% | +93.4% | +10.9% | +30.3% |
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 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