+39.3%
XLC vs BNS
+92.5%
-53.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -1.7% | -2.2% | +0.5% | -0.6% |
| 30D | +0.2% | +4.5% | -4.3% | -2.1% |
| 3M | +0.7% | +14.9% | -14.2% | -6.3% |
| 6M | -4.5% | +32.5% | -36.9% | -17.4% |
| YTD | -4.7% | +28.6% | -33.3% | -16.6% |
| 1Y | -1.5% | +48.4% | -49.9% | -20.0% |
| 3Y | +72.2% | +130.8% | -58.6% | +8.3% |
| 5Y | +39.3% | +94.8% | -55.5% | -2.4% |
| All | +39.3% | +92.5% | -53.2% | -2.4% |
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