-14.5%
BX vs SAP
-5.9%
-8.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -1.1% | -3.9% | +2.8% | +0.2% |
| 30D | +8.8% | +6.5% | +2.3% | +6.8% |
| 3M | -18.3% | +14.7% | -32.9% | -21.5% |
| 6M | -1.5% | +39.9% | -41.5% | -10.8% |
| YTD | -19.9% | -2.0% | -18.0% | -22.8% |
| 1Y | -14.5% | -6.0% | -8.5% | -15.6% |
| All | -14.5% | -5.9% | -8.6% | -15.6% |
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