+233.5%
SPOT vs BNS
+130.5%
+103.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +7.4% | +3.5% | +3.9% | +6.1% |
| 3M | +8.2% | +14.1% | -5.9% | +3.0% |
| 6M | +2.2% | +33.8% | -31.6% | -8.8% |
| YTD | -9.5% | +29.5% | -38.9% | -18.1% |
| 1Y | -23.8% | +48.4% | -72.2% | -34.6% |
| 3Y | +233.5% | +129.6% | +103.9% | +150.5% |
| All | +233.5% | +130.5% | +103.0% | +150.5% |
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