+2,225.9%
SPGI vs BNS
+1,492.9%
+733.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +0.1% | +1.5% | -1.4% | -0.8% |
| 30D | +8.4% | +6.0% | +2.5% | +4.4% |
| 3M | +11.8% | +16.3% | -4.5% | +1.6% |
| 6M | +5.7% | +28.8% | -23.1% | -9.9% |
| YTD | -9.7% | +30.0% | -39.6% | -23.7% |
| 1Y | -12.5% | +50.7% | -63.2% | -32.4% |
| 3Y | +21.8% | +125.4% | -103.6% | -27.1% |
| 5Y | +8.2% | +94.2% | -86.1% | -30.2% |
| 10Y | +309.5% | +182.8% | +126.7% | +102.6% |
| All | +2,225.9% | +1,492.9% | +733.0% | +359.7% |
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