-22.4%
BX vs S
+5.0%
-27.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.7% | -3.7% |
| 7D | -5.7% | -1.2% | -4.4% | -5.4% |
| 30D | -8.9% | -12.6% | +3.7% | -6.2% |
| 3M | +8.4% | +27.6% | -19.2% | +2.3% |
| 6M | +18.9% | +35.5% | -16.5% | +8.6% |
| YTD | -13.6% | +29.6% | -43.2% | -21.3% |
| 1Y | -22.4% | +8.1% | -30.6% | -26.6% |
| All | -22.4% | +5.0% | -27.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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