+252.8%
SPOT vs BNS
+135.6%
+117.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +7.4% | +3.5% | +3.9% | +5.5% |
| 3M | +8.2% | +14.1% | -5.9% | +1.2% |
| 6M | +2.2% | +33.8% | -31.6% | -11.7% |
| YTD | -9.5% | +29.5% | -38.9% | -20.6% |
| 1Y | -23.8% | +48.4% | -72.2% | -37.5% |
| 3Y | +233.5% | +129.6% | +103.9% | +118.8% |
| 5Y | +112.2% | +96.1% | +16.1% | +51.8% |
| All | +252.8% | +135.6% | +117.2% | +144.2% |
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