+547.3%
XLP vs BNS
+1,492.9%
-945.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.0% | +1.5% | -2.6% | -1.4% |
| 30D | -0.9% | +6.0% | -6.8% | -2.6% |
| 3M | +3.8% | +16.3% | -12.5% | -0.8% |
| 6M | -1.7% | +28.8% | -30.5% | -8.8% |
| YTD | +10.3% | +30.0% | -19.7% | +1.9% |
| 1Y | +7.8% | +50.7% | -42.9% | -4.5% |
| 3Y | +27.2% | +125.4% | -98.2% | -0.3% |
| 5Y | +32.5% | +94.2% | -61.7% | +7.5% |
| 10Y | +101.8% | +182.8% | -81.0% | +43.6% |
| All | +547.3% | +1,492.9% | -945.6% | +185.6% |
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