+34.0%
XLB vs BNS
+94.7%
-60.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.6% |
| 30D | -3.1% | +3.5% | -6.6% | -5.1% |
| 3M | -0.2% | +14.1% | -14.2% | -7.7% |
| 6M | +3.1% | +33.8% | -30.7% | -13.1% |
| YTD | +13.3% | +29.5% | -16.2% | -2.9% |
| 1Y | +12.0% | +48.4% | -36.4% | -11.5% |
| 3Y | +31.4% | +129.6% | -98.2% | -21.6% |
| All | +34.0% | +94.7% | -60.7% | -12.7% |
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 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