+82.0%
SPY vs BNS
+92.5%
-10.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.0% |
| 7D | -2.0% | -2.2% | +0.2% | -0.9% |
| 30D | -1.7% | +4.5% | -6.1% | -3.9% |
| 3M | +4.7% | +14.9% | -10.2% | -2.6% |
| 6M | +12.5% | +32.5% | -20.0% | -2.9% |
| YTD | +11.7% | +28.6% | -16.9% | -2.3% |
| 1Y | +17.5% | +48.4% | -30.9% | -4.7% |
| 3Y | +76.6% | +130.8% | -54.2% | +11.4% |
| 5Y | +82.0% | +94.8% | -12.8% | +27.4% |
| All | +82.0% | +92.5% | -10.5% | +27.4% |
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 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