+30.8%
BX vs SAP
+56.7%
-25.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.3% | +2.6% | -4.9% | -3.3% |
| 3M | +18.5% | +16.3% | +2.3% | +11.2% |
| 6M | +23.7% | +6.4% | +17.3% | +20.0% |
| YTD | -10.4% | -11.4% | +1.1% | -6.8% |
| 1Y | -19.6% | -20.4% | +0.8% | -12.1% |
| 3Y | +30.8% | +56.5% | -25.7% | +13.2% |
| All | +30.8% | +56.7% | -25.9% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling