-12.5%
SPGI vs BNS
+52.2%
-64.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.6% |
| 7D | +0.1% | +1.5% | -1.4% | +0.2% |
| 30D | +8.4% | +6.0% | +2.5% | +8.5% |
| 3M | +11.8% | +16.3% | -4.5% | +11.1% |
| 6M | +5.7% | +28.8% | -23.1% | +3.3% |
| YTD | -9.7% | +30.0% | -39.6% | -12.0% |
| 1Y | -12.5% | +50.7% | -63.2% | -20.6% |
| All | -12.5% | +52.2% | -64.6% | -20.6% |
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