-8.5%
BX vs SAP
-5.6%
-2.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +4.9% |
| 7D | +8.3% | +1.3% | +7.0% | +7.8% |
| 30D | +13.5% | +15.5% | -2.0% | +8.7% |
| 3M | -7.6% | +22.8% | -30.4% | -13.0% |
| 6M | +4.0% | +42.5% | -38.4% | -6.3% |
| YTD | -15.2% | +0.5% | -15.7% | -18.8% |
| 1Y | -8.5% | -5.9% | -2.5% | -9.3% |
| All | -8.5% | -5.6% | -2.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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