+75.8%
SPYM vs BNS
+129.0%
-53.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.0% | -2.2% | +0.2% | -1.2% |
| 30D | -1.6% | +4.5% | -6.1% | -3.3% |
| 3M | +4.7% | +14.9% | -10.1% | -1.0% |
| 6M | +12.6% | +32.5% | -19.9% | +0.4% |
| YTD | +11.8% | +28.6% | -16.8% | +0.7% |
| 1Y | +17.5% | +48.4% | -30.8% | 0.0% |
| All | +75.8% | +129.0% | -53.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling