+2.2%
SPGI vs BNS
+93.4%
-91.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | +2.0% | +4.0% | -2.0% | +0.1% |
| 3M | +4.3% | +13.8% | -9.5% | -2.2% |
| 6M | -0.2% | +32.7% | -32.9% | -13.5% |
| YTD | -14.8% | +27.6% | -42.4% | -24.9% |
| 1Y | -18.5% | +47.4% | -65.9% | -33.6% |
| 3Y | +16.0% | +129.0% | -113.0% | -26.8% |
| 5Y | +2.2% | +92.7% | -90.5% | -30.6% |
| All | +2.2% | +93.4% | -91.2% | -30.6% |
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 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