+1,798.1%
SPG vs BNS
+1,476.3%
+321.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.0% |
| 7D | 0.0% | +1.8% | -1.8% | -1.5% |
| 30D | -4.9% | +4.5% | -9.4% | -8.7% |
| 3M | +3.3% | +15.8% | -12.5% | -8.8% |
| 6M | +11.2% | +31.5% | -20.3% | -11.5% |
| YTD | +17.1% | +28.6% | -11.6% | -5.5% |
| 1Y | +21.6% | +48.2% | -26.6% | -12.6% |
| 3Y | +111.9% | +130.8% | -18.9% | +5.3% |
| 5Y | +106.9% | +94.9% | +12.0% | +16.3% |
| 10Y | +62.2% | +179.6% | -117.4% | -28.4% |
| All | +1,798.1% | +1,476.3% | +321.8% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling