+967.7%
BX vs SAP
+473.7%
+494.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | -4.4% | -2.9% | -1.5% | -2.4% |
| 30D | +0.1% | +9.0% | -8.9% | -5.9% |
| 3M | +16.0% | +14.9% | +1.1% | +3.6% |
| 6M | +21.6% | +11.9% | +9.7% | +9.0% |
| YTD | -8.9% | -9.9% | +1.0% | -6.5% |
| 1Y | -16.6% | -19.5% | +2.9% | -7.7% |
| 3Y | +43.3% | +61.8% | -18.5% | -9.0% |
| 5Y | +25.7% | +56.2% | -30.5% | -19.1% |
| 10Y | +689.5% | +180.6% | +508.9% | +184.2% |
| All | +967.7% | +473.7% | +494.0% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling