+6.7%
XME vs BNS
+52.0%
-45.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -3.2% |
| 7D | -5.5% | +2.0% | -7.5% | -6.8% |
| 30D | -11.1% | +7.8% | -18.9% | -15.9% |
| 3M | -11.1% | +11.7% | -22.8% | -18.7% |
| 6M | -18.0% | +28.2% | -46.2% | -34.1% |
| YTD | -7.4% | +34.8% | -42.2% | -28.8% |
| 1Y | +6.7% | +51.1% | -44.4% | -26.4% |
| All | +6.7% | +52.0% | -45.3% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling