+106.2%
XLP vs BNS
+179.9%
-73.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -2.9% | -1.3% | -1.6% | -2.5% |
| 30D | -2.2% | +4.0% | -6.2% | -3.5% |
| 3M | -0.6% | +13.8% | -14.4% | -4.8% |
| 6M | -2.2% | +32.7% | -34.9% | -10.9% |
| YTD | +8.3% | +27.6% | -19.3% | -0.3% |
| 1Y | +5.7% | +47.4% | -41.7% | -7.1% |
| 3Y | +25.7% | +129.0% | -103.3% | -5.6% |
| 5Y | +31.3% | +92.7% | -61.4% | +3.6% |
| 10Y | +106.2% | +182.1% | -75.9% | +37.2% |
| All | +106.2% | +179.9% | -73.7% | +37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling