+66.8%
BN vs SIRI
-23.3%
+90.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -5.9% | -3.0% | -2.9% | -5.3% |
| 30D | -15.1% | +1.3% | -16.4% | -15.4% |
| 3M | -14.6% | +5.6% | -20.2% | -15.8% |
| 6M | -8.4% | +35.2% | -43.6% | -14.7% |
| YTD | -16.8% | +49.1% | -65.9% | -24.4% |
| 1Y | -14.4% | +26.8% | -41.1% | -19.5% |
| All | +66.8% | -23.3% | +90.1% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling