+11.2%
SPYG vs BNS
+52.0%
-40.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.1% |
| 7D | -2.8% | +2.0% | -4.8% | -3.5% |
| 30D | -6.2% | +7.8% | -13.9% | -8.9% |
| 3M | -3.6% | +11.7% | -15.3% | -7.9% |
| 6M | +4.8% | +28.2% | -23.5% | -6.6% |
| YTD | +11.0% | +34.8% | -23.8% | -4.8% |
| 1Y | +11.2% | +51.1% | -39.8% | -6.7% |
| All | +11.2% | +52.0% | -40.8% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling