-86.2%
SPXS vs BNS
+94.7%
-180.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -1.5% |
| 7D | +2.5% | -0.4% | +2.9% | +2.0% |
| 30D | +4.2% | +3.5% | +0.7% | +9.4% |
| 3M | -9.3% | +14.1% | -23.4% | +10.8% |
| 6M | -30.7% | +33.8% | -64.5% | +9.9% |
| YTD | -28.1% | +29.5% | -57.5% | +9.1% |
| 1Y | -35.1% | +48.4% | -83.5% | +22.0% |
| 3Y | -79.6% | +129.6% | -209.2% | -15.2% |
| All | -86.2% | +94.7% | -180.8% | -47.7% |
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 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