+24.3%
BX vs SAP
+56.2%
-31.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.3% | +2.6% | -4.9% | -3.8% |
| 3M | +18.5% | +16.3% | +2.3% | +7.8% |
| 6M | +23.7% | +6.4% | +17.3% | +17.7% |
| YTD | -10.4% | -11.4% | +1.1% | -5.7% |
| 1Y | -19.6% | -20.4% | +0.8% | -9.6% |
| 3Y | +30.8% | +56.5% | -25.7% | -15.9% |
| 5Y | +24.3% | +56.8% | -32.4% | -28.9% |
| All | +24.3% | +56.2% | -31.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling