-100.0%
SPXU vs BNS
+486.8%
-586.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +3.1% |
| 7D | +6.4% | -2.2% | +8.5% | +2.8% |
| 30D | +5.9% | +4.5% | +1.5% | +13.5% |
| 3M | -11.7% | +14.9% | -26.6% | +10.6% |
| 6M | -28.7% | +32.5% | -61.2% | +13.9% |
| YTD | -26.4% | +28.6% | -55.0% | +12.7% |
| 1Y | -35.2% | +48.4% | -83.6% | +24.9% |
| 3Y | -79.8% | +130.8% | -210.6% | -12.6% |
| 5Y | -86.1% | +94.8% | -180.9% | -42.4% |
| 10Y | -99.5% | +184.3% | -283.9% | -93.4% |
| All | -100.0% | +486.8% | -586.8% | -99.4% |
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