+83.3%
SPYM vs BNS
+94.7%
-11.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -1.0% | -0.4% | -0.7% | -0.9% |
| 30D | -1.3% | +3.5% | -4.8% | -3.1% |
| 3M | +3.6% | +14.1% | -10.5% | -3.2% |
| 6M | +13.3% | +33.8% | -20.5% | -2.5% |
| YTD | +12.4% | +29.5% | -17.0% | -1.8% |
| 1Y | +17.3% | +48.4% | -31.1% | -4.7% |
| 3Y | +76.8% | +129.6% | -52.8% | +12.5% |
| All | +83.3% | +94.7% | -11.4% | +28.9% |
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