+176.9%
XLE vs BNS
+187.0%
-10.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | +0.5% | -2.2% | +2.7% | +2.1% |
| 30D | +6.6% | +4.5% | +2.1% | +2.5% |
| 3M | +12.3% | +14.9% | -2.6% | -0.2% |
| 6M | +18.4% | +32.5% | -14.1% | -6.9% |
| YTD | +47.2% | +28.6% | +18.6% | +18.1% |
| 1Y | +50.3% | +48.4% | +1.9% | +6.8% |
| 3Y | +55.3% | +130.8% | -75.5% | -26.6% |
| 5Y | +226.0% | +94.8% | +131.2% | +74.7% |
| All | +176.9% | +187.0% | -10.1% | +5.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling