+822.7%
XOM vs BNS
+1,486.6%
-663.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +4.1% | -0.4% | +4.5% | +4.3% |
| 30D | +4.6% | +3.5% | +1.1% | +2.3% |
| 3M | +14.0% | +14.1% | -0.1% | +5.7% |
| 6M | +11.0% | +33.8% | -22.8% | -6.1% |
| YTD | +40.7% | +29.5% | +11.2% | +20.9% |
| 1Y | +52.3% | +48.4% | +3.9% | +21.5% |
| 3Y | +60.5% | +129.6% | -69.1% | -0.7% |
| 5Y | +266.4% | +96.1% | +170.3% | +144.4% |
| 10Y | +194.4% | +186.2% | +8.2% | +60.9% |
| All | +822.7% | +1,486.6% | -663.9% | +137.3% |
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