+961.0%
XLY vs BNS
+1,486.6%
-525.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.6% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.2% | +3.5% | -7.6% | -6.1% |
| 3M | -2.7% | +14.1% | -16.7% | -9.4% |
| 6M | -0.6% | +33.8% | -34.4% | -14.8% |
| YTD | -5.0% | +29.5% | -34.5% | -17.3% |
| 1Y | -4.1% | +48.4% | -52.5% | -22.3% |
| 3Y | +33.6% | +129.6% | -96.0% | -14.3% |
| 5Y | +28.7% | +96.1% | -67.4% | -10.7% |
| 10Y | +219.6% | +186.2% | +33.4% | +77.9% |
| All | +961.0% | +1,486.6% | -525.6% | +126.1% |
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