+251.0%
SPOT vs BNS
+132.2%
+118.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -6.5% | -1.3% | -5.2% | -5.9% |
| 30D | +2.2% | +4.0% | -1.8% | +0.1% |
| 3M | +5.4% | +13.8% | -8.4% | -1.4% |
| 6M | -4.0% | +32.7% | -36.7% | -16.8% |
| YTD | -9.9% | +27.6% | -37.5% | -20.5% |
| 1Y | -27.3% | +47.4% | -74.7% | -40.2% |
| 3Y | +236.4% | +129.0% | +107.4% | +120.9% |
| 5Y | +112.6% | +92.7% | +19.9% | +53.3% |
| All | +251.0% | +132.2% | +118.7% | +144.6% |
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 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