-4.7%
BN vs SIRI
+59.9%
-64.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.4% | -2.4% | +4.7% |
| 7D | +12.0% | +22.3% | -10.3% | +9.0% |
| 30D | +17.0% | +26.9% | -9.9% | +13.5% |
| 3M | -3.2% | +9.6% | -12.8% | -4.7% |
| 6M | -3.9% | +27.2% | -31.0% | -7.1% |
| YTD | -5.6% | +72.4% | -78.0% | -13.3% |
| 1Y | -4.7% | +59.9% | -64.7% | -10.3% |
| All | -4.7% | +59.9% | -64.6% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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