+1,012.9%
XLI vs BNS
+1,463.9%
-451.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -0.6% | -1.3% | +0.7% | +0.1% |
| 30D | -6.9% | +4.0% | -10.9% | -9.2% |
| 3M | -1.9% | +13.8% | -15.7% | -9.1% |
| 6M | +1.0% | +32.7% | -31.6% | -14.0% |
| YTD | +11.3% | +27.6% | -16.3% | -3.3% |
| 1Y | +15.8% | +47.4% | -31.6% | -7.3% |
| 3Y | +69.8% | +129.0% | -59.2% | +4.9% |
| 5Y | +80.9% | +92.7% | -11.8% | +21.8% |
| 10Y | +257.2% | +182.1% | +75.1% | +91.6% |
| All | +1,012.9% | +1,463.9% | -451.0% | +130.6% |
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