-22.4%
BX vs SAP
-21.2%
-1.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.5% | -3.3% |
| 7D | -5.7% | -0.3% | -5.4% | -5.6% |
| 30D | -8.9% | +0.3% | -9.2% | -8.9% |
| 3M | +8.4% | +16.9% | -8.5% | +3.6% |
| 6M | +18.9% | +6.3% | +12.6% | +15.3% |
| YTD | -13.6% | -12.4% | -1.2% | -14.2% |
| 1Y | -22.4% | -21.6% | -0.8% | -21.9% |
| All | -22.4% | -21.2% | -1.2% | -21.9% |
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 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