+343.3%
SPGI vs BNS
+187.6%
+155.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +1.2% | +0.9% | +0.3% | +0.7% |
| 30D | +15.9% | +2.8% | +13.1% | +14.2% |
| 3M | +12.3% | +3.0% | +9.3% | +10.0% |
| 6M | +23.7% | +23.3% | +0.4% | +9.1% |
| YTD | -3.5% | +29.3% | -32.9% | -17.7% |
| 1Y | +0.4% | +41.7% | -41.3% | -18.8% |
| 3Y | +29.9% | +147.7% | -117.8% | -25.5% |
| 5Y | +15.2% | +79.4% | -64.2% | -21.1% |
| All | +343.3% | +187.6% | +155.7% | +111.8% |
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