+150.5%
SPMO vs BNS
+94.7%
+55.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.9% | +3.5% | -5.4% | -3.7% |
| 3M | -1.4% | +14.1% | -15.4% | -7.8% |
| 6M | +25.5% | +33.8% | -8.3% | +8.5% |
| YTD | +24.8% | +29.5% | -4.6% | +9.5% |
| 1Y | +24.5% | +48.4% | -23.9% | +2.1% |
| 3Y | +157.1% | +129.6% | +27.5% | +68.1% |
| All | +150.5% | +94.7% | +55.9% | +79.4% |
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 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