+239.4%
XME vs BNS
+476.7%
-237.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.8% |
| 30D | +1.4% | +4.0% | -2.6% | -2.4% |
| 3M | +2.7% | +13.8% | -11.1% | -8.8% |
| 6M | +6.5% | +32.7% | -26.2% | -17.4% |
| YTD | +15.2% | +27.6% | -12.4% | -7.7% |
| 1Y | +43.5% | +47.4% | -3.9% | +1.1% |
| 3Y | +135.9% | +129.0% | +6.9% | +10.2% |
| 5Y | +181.5% | +92.7% | +88.7% | +53.0% |
| 10Y | +436.9% | +182.1% | +254.8% | +102.9% |
| All | +239.4% | +476.7% | -237.4% | -32.0% |
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