+625.7%
BX vs SAP
+236.1%
+389.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.1% | -3.9% | +2.8% | +1.1% |
| 30D | +8.8% | +6.5% | +2.3% | +5.1% |
| 3M | -18.3% | +14.7% | -32.9% | -24.4% |
| 6M | -1.5% | +39.9% | -41.5% | -19.9% |
| YTD | -19.9% | -2.0% | -18.0% | -21.3% |
| 1Y | -14.5% | -6.0% | -8.5% | -13.9% |
| 3Y | +32.3% | +67.7% | -35.4% | -9.9% |
| 5Y | -1.1% | +78.8% | -79.9% | -37.7% |
| All | +625.7% | +236.1% | +389.7% | +180.5% |
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