+143.7%
XLC vs BNS
+149.1%
-5.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | +2.1% | +3.5% | -1.3% | +0.2% |
| 3M | +0.7% | +14.1% | -13.4% | -6.0% |
| 6M | -3.2% | +33.8% | -37.0% | -16.7% |
| YTD | -3.8% | +29.5% | -33.2% | -16.0% |
| 1Y | -2.0% | +48.4% | -50.4% | -20.2% |
| 3Y | +71.4% | +129.6% | -58.2% | +10.1% |
| 5Y | +40.7% | +96.1% | -55.4% | -2.3% |
| All | +143.7% | +149.1% | -5.4% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling