+348.8%
XLF vs BNS
+1,463.9%
-1,115.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.2% |
| 7D | -1.0% | -1.3% | +0.2% | -0.1% |
| 30D | -1.3% | +4.0% | -5.3% | -4.7% |
| 3M | +9.1% | +13.8% | -4.6% | -1.9% |
| 6M | +14.4% | +32.7% | -18.3% | -9.1% |
| YTD | +5.1% | +27.6% | -22.5% | -14.1% |
| 1Y | +8.6% | +47.4% | -38.8% | -20.8% |
| 3Y | +74.4% | +129.0% | -54.5% | -11.9% |
| 5Y | +64.4% | +92.7% | -28.3% | -6.2% |
| 10Y | +251.6% | +182.1% | +69.5% | +44.8% |
| All | +348.8% | +1,463.9% | -1,115.0% | -49.4% |
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 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