+19.0%
SPGI vs BNS
+130.3%
-111.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | +5.4% | +4.5% | +0.9% | +3.8% |
| 3M | +9.0% | +15.8% | -6.7% | +3.1% |
| 6M | +0.8% | +31.5% | -30.7% | -9.7% |
| YTD | -12.6% | +28.6% | -41.2% | -21.2% |
| 1Y | -16.1% | +48.2% | -64.3% | -29.5% |
| 3Y | +19.0% | +130.8% | -111.8% | -23.4% |
| All | +19.0% | +130.3% | -111.3% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling