+2,809.0%
XLK vs BNS
+1,486.6%
+1,322.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.0% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | -0.6% | +3.5% | -4.1% | -2.6% |
| 3M | +2.6% | +14.1% | -11.5% | -4.5% |
| 6M | +34.0% | +33.8% | +0.2% | +14.9% |
| YTD | +30.7% | +29.5% | +1.2% | +13.8% |
| 1Y | +39.2% | +48.4% | -9.2% | +12.9% |
| 3Y | +120.4% | +129.6% | -9.2% | +41.2% |
| 5Y | +148.8% | +96.1% | +52.7% | +72.4% |
| 10Y | +803.3% | +186.2% | +617.1% | +403.2% |
| All | +2,809.0% | +1,486.6% | +1,322.4% | +439.1% |
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