-100.0%
SPXS vs BNS
+625.2%
-725.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +3.1% |
| 7D | +6.4% | -2.2% | +8.6% | +2.9% |
| 30D | +6.0% | +4.5% | +1.5% | +13.4% |
| 3M | -11.6% | +14.9% | -26.5% | +10.1% |
| 6M | -28.7% | +32.5% | -61.2% | +12.7% |
| YTD | -26.3% | +28.6% | -54.9% | +11.8% |
| 1Y | -34.9% | +48.4% | -83.3% | +23.6% |
| 3Y | -79.5% | +130.8% | -210.3% | -14.2% |
| 5Y | -85.9% | +94.8% | -180.7% | -43.6% |
| 10Y | -99.5% | +184.3% | -283.9% | -93.9% |
| All | -100.0% | +625.2% | -725.2% | -99.7% |
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 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