+32.4%
BN vs SIRI
-41.5%
+73.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.3% |
| 7D | -5.2% | +0.6% | -5.7% | -5.3% |
| 30D | -14.5% | +2.5% | -17.0% | -15.0% |
| 3M | -15.0% | +6.6% | -21.6% | -16.3% |
| 6M | -5.4% | +32.9% | -38.3% | -11.0% |
| YTD | -16.4% | +50.5% | -66.9% | -23.6% |
| 1Y | -16.2% | +28.0% | -44.2% | -21.1% |
| 3Y | +67.5% | -22.4% | +89.9% | +67.5% |
| All | +32.4% | -41.5% | +73.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling