+836.4%
XLE vs BNS
+1,498.6%
-662.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.4% |
| 7D | -0.2% | -3.2% | +3.0% | +2.0% |
| 30D | -4.0% | +5.1% | -9.1% | -7.5% |
| 3M | +4.6% | +6.0% | -1.3% | -0.5% |
| 6M | +12.3% | +23.4% | -11.0% | -4.5% |
| YTD | +44.5% | +30.4% | +14.1% | +17.1% |
| 1Y | +42.4% | +44.0% | -1.6% | +7.4% |
| 3Y | +67.0% | +150.3% | -83.3% | -16.9% |
| 5Y | +161.9% | +83.0% | +78.9% | +60.2% |
| 10Y | +173.9% | +190.9% | -17.1% | +23.7% |
| All | +836.4% | +1,498.6% | -662.2% | +75.7% |
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