+28.5%
SIRI vs BNS
+52.2%
-23.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.4% |
| 7D | +1.6% | +1.5% | 0.0% | +1.2% |
| 30D | -4.7% | +6.0% | -10.7% | -5.7% |
| 3M | +5.3% | +16.3% | -11.1% | +1.8% |
| 6M | +30.5% | +28.8% | +1.8% | +22.3% |
| YTD | +49.6% | +30.0% | +19.7% | +38.0% |
| 1Y | +28.5% | +50.7% | -22.2% | +5.8% |
| All | +28.5% | +52.2% | -23.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling