+647.0%
BX vs SAP
+236.1%
+410.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.8% | -2.5% | -0.4% | -1.6% |
| 30D | +7.3% | +7.5% | -0.1% | +3.1% |
| 3M | -16.3% | +11.6% | -28.0% | -21.5% |
| 6M | +2.5% | +37.6% | -35.1% | -15.8% |
| YTD | -17.6% | -2.0% | -15.6% | -19.0% |
| 1Y | -12.4% | -6.4% | -6.0% | -11.5% |
| 3Y | +36.2% | +67.7% | -31.5% | -7.3% |
| 5Y | +3.0% | +75.7% | -72.7% | -34.6% |
| All | +647.0% | +236.1% | +410.8% | +188.7% |
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