+142.5%
XLC vs BNS
+150.1%
-7.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.6% |
| 7D | -0.8% | +1.5% | -2.4% | -1.6% |
| 30D | +1.0% | +6.0% | -4.9% | -2.0% |
| 3M | -0.7% | +16.3% | -17.0% | -8.2% |
| 6M | -5.1% | +28.8% | -33.9% | -16.8% |
| YTD | -4.3% | +30.0% | -34.2% | -16.6% |
| 1Y | -0.6% | +50.7% | -51.3% | -19.6% |
| 3Y | +72.7% | +125.4% | -52.7% | +12.1% |
| 5Y | +38.0% | +94.2% | -56.2% | -3.7% |
| All | +142.5% | +150.1% | -7.6% | +50.6% |
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