+314.7%
SPY vs BNS
+188.9%
+125.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -1.1% | +3.5% | -4.5% | -3.0% |
| 3M | +3.9% | +14.1% | -10.2% | -3.5% |
| 6M | +13.6% | +33.8% | -20.2% | -3.2% |
| YTD | +12.7% | +29.5% | -16.8% | -2.5% |
| 1Y | +17.5% | +48.4% | -30.9% | -5.6% |
| 3Y | +76.9% | +129.6% | -52.7% | +10.7% |
| 5Y | +83.6% | +96.1% | -12.5% | +24.4% |
| All | +314.7% | +188.9% | +125.9% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling