+635.8%
BX vs SAP
+237.3%
+398.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | +14.2% | +6.5% | +7.7% | +10.3% |
| 3M | -18.7% | +12.2% | -31.0% | -24.0% |
| 6M | +2.5% | +46.1% | -43.6% | -18.7% |
| YTD | -18.8% | -1.6% | -17.2% | -20.4% |
| 1Y | -10.3% | -5.1% | -5.2% | -10.2% |
| 3Y | +35.4% | +68.4% | -33.0% | -8.1% |
| 5Y | +0.3% | +79.4% | -79.2% | -37.0% |
| All | +635.8% | +237.3% | +398.6% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling