+16,560.2%
BN vs SIRI
-17.9%
+16,578.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -1.2% | +4.3% | -5.5% | -1.5% |
| 30D | -10.9% | -2.8% | -8.1% | -10.8% |
| 3M | -11.1% | +5.9% | -17.0% | -11.5% |
| 6M | -4.4% | +31.9% | -36.3% | -6.4% |
| YTD | -14.1% | +48.7% | -62.8% | -16.8% |
| 1Y | -11.1% | +23.2% | -34.3% | -12.7% |
| 3Y | +75.6% | -23.9% | +99.4% | +76.3% |
| 5Y | +35.8% | -43.4% | +79.2% | +37.9% |
| 10Y | +261.6% | -13.6% | +275.2% | +258.0% |
| All | +16,560.2% | -17.9% | +16,578.1% | +13,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling