+670.1%
XLB vs BNS
+1,492.9%
-822.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.4% |
| 7D | -1.4% | +1.5% | -2.9% | -2.3% |
| 30D | -0.4% | +6.0% | -6.3% | -4.2% |
| 3M | +2.0% | +16.3% | -14.4% | -7.5% |
| 6M | +1.8% | +28.8% | -26.9% | -13.3% |
| YTD | +16.6% | +30.0% | -13.4% | -1.5% |
| 1Y | +16.9% | +50.7% | -33.8% | -10.0% |
| 3Y | +32.6% | +125.4% | -92.8% | -21.4% |
| 5Y | +35.6% | +94.2% | -58.6% | -12.5% |
| 10Y | +160.0% | +182.8% | -22.8% | +29.7% |
| All | +670.1% | +1,492.9% | -822.8% | +32.7% |
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