+823.3%
SPYM vs BNS
+539.2%
+284.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.1% |
| 7D | +0.6% | +1.8% | -1.2% | -0.3% |
| 30D | -0.9% | +4.5% | -5.4% | -3.2% |
| 3M | +3.9% | +15.8% | -11.9% | -3.4% |
| 6M | +14.5% | +31.5% | -16.9% | +0.2% |
| YTD | +13.0% | +28.6% | -15.6% | -0.3% |
| 1Y | +19.4% | +48.2% | -28.8% | -1.5% |
| 3Y | +78.9% | +130.8% | -51.9% | +18.2% |
| 5Y | +82.3% | +94.9% | -12.6% | +29.8% |
| 10Y | +314.7% | +179.6% | +135.2% | +143.5% |
| All | +823.3% | +539.2% | +284.1% | +288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling